รีวิวบริษัทที่บอก ‘ชีวิตดี งานดี เงินดี สังคมดี’
ธนาคารกรุงศรีอยุธยา จำกัด (มหาชน)
5
Senior Credit Rating / Model Development (Manager – FAVP)
ธนาคารกรุงศรีอยุธยา จำกัด (มหาชน)- Develop, Implement and manage holistic strategies for modeling (design ,development ,validation ,calibration ,documentation , approval , implementation , monitoring and reporting ).
- Perform data collection to develop the expected credit loss (ECL) model to be in line with IFRS standard and also BOT requirements.
- Develop a quantitative model of lifetime Expected loss under IFRS9 principle, documentation development. Provide the Model Manual for implementing the model.
- Understand credit risk parameters and models and provide analysis and calculation of credit risk parameters.
- Support the credit rating procedure and processes, monitor and support for accurate and appropriate credit rating assignments.
- Design and test the user interface by coordinate with the IT and prepare the User Manual for implementing the credit risk applications.
- Co-ordinate with internal departments such as Accounting Dept., IT , and / or outside agencies in order to roll out the credit risk models in the bank system.
- Bachelor’s / Master’s Degree in Statistics / Applied Statistics , Finance , Economic
- At least 5 Years of credit rating and credit modeling for estimating credit risk parameters , such as PD , LGD , EAD
