Risk MIS Model Management

Risk MIS Model Management

Krungsri Consumer Group
2-5 years
Not Specified

Job Description



Responsibilities:
  • Develop, maintain and enhance scorecard model based on historical data in order to have an effective tool for assessing risk which will maximize the effectiveness of the company's risk management.
  • Develop, maintain and enhance Basel II models in compliance with regulation and company's requirement.
  • Provide model requirement details needed for system implementation, including UAT test script and perform UAT for Risk related projects to ensure model implementation correctly within established plan and timeline.
  • Perform the regular monitoring pack to validate scorecard models/BASEL II models and provide the suggestion when new/enhanced development is needed to ensure the quality of the model.
  • Produce, investigate and provide supportive quantitative analytics on credit risk model to assist in model's implementation strategies and decision making.
  • Perform the Portfolio analysis using decision tree method (but not limited to) in order to define key recommendation to improve risk management strategic decision.
  • Provide adhoc reports related credit scoring and Basel II models on request in order to support risk and business decision-making.

Qualification:
  • Bachelor or Master's degree in Business Administration, Mathematics, Computer Science, Information Management, Statistics or related fields
  • Minimum 2 years experience in scorecard model/BASEL II model development, maintenance and validation for consumer finance business
  • Excellent statistical knowledge and perform statistical programming using SAS or any related programming language
  • Strong computer literacy: MS Excel (Advanced), SPSS, SAS, Tableau, Oracle Discover and Data Warehouse

Job Details

Employment Types:

Industry:

Other

Function:

IT

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