Credit risk assessment development tools for Customer level and all AL products (New Car, Used Car, Cash Your Car and Cash Your Book).
Maintenance and monitoring of all tools. Track and Analyze the credit risk assessment tools usage from each responsible products/segments from users in terms of accuracy and timeliness of the model and reporting any significant findings to the Head of team.
Set Up Early Warning Indicators and Risk Based Pricing for both product and customer levels in order to effectively manage credit risk corresponding to external circumstances.
Conducting necessary credit risk stress test and analyze the impacts of the stress test results for business unit.
คุณสมบัติ
Bachelor or Master degree in Quantitative Economics, Statistics, Accounting, or MIS
Equipped with analytical mind and being able to raise relevant questions
Experienced in the development, monitoring, and validation of credit risk models
Good team player with a decent attitude toward hard working and working under pressure
Hand-on experience in statistic software, such as SAS, R, Mat lab, for data manipulation, statistical reports, and model development
At least 3 year experiences in banking industry especially on retail credit risk (recommended)