Provide strategic direction and develop operational plan to achieve the Bank's designated targets.
Supervise/Lead/Coach a team of specialists to develop, monitoring credit risk analytic tools.
Track and Analyze the model usage from users in order for the Bank to plan pre-emptive operations in response to the change of the business/economic circumstances.
Set Up Early Warning System 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 maintaining all credit risk model policies.
Coverage: Credit Risk Assessment Development Tools, Customer Insight Analytics and Assurance and Implementation.
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
Experienced in the implementation of models in the system is advantage
At least 5 year experiences in banking industry especially on retail credit risk (recommended)