Risk Data Modeling Analyst Assistant Manager
วันที่ : 02 Jun 2022
Permanent
General Management
กรุงเทพฯ - เพลินจิต
Job Description:
- Prepare and develop scorecard models using statistical tools to support acquisition, portfolio maintenance and collection strategy
- Conduct model development, validation and implementation of IFRS9/Basel models (PD, EAD and LGD) and other models to be complied with regulation and company’s requirements
- Coordinate with portfolio management team to get requirements on model development project
- Prepare summary report/pitch for model development performance result for final model to submit to data modeling and analytics head to review and propose to portfolio team to get approval and prepare and propose the score-based cutoff strategy by coordinating with Portfolio team to ensure the outcomes can meet their business cases and requirements
- Prepare regular monitor and measure scoring/general models performance both stability and discrimination power checking with usage of statistical test and give the feedback to Scoring team head and portfolio team on how recent models perform
- Conduct monitoring of score-based cutoff strategy to ensure that the recent distribution or performance still perform as strategy cutoff period
- Prepare annual score validation package for being reviewed by Data Modeling and Analytics
- Head and get approval from Risk Data Intelligence and Modeling Analytics Head and CRO
- Provide all adhoc reports/portfolio analysis related to scoring/general model area upon requests from other Risk functions to support business decision-making
- Cooperation with Risk Technology and IT team in preparing detailed requirements of Scoring/General models implementation, including participates in preparing UAT test script and performing UAT to ensure models are implemented correctly
Qualifications:
- Bachelor and/or Master's degree in Statistics, Mathematics, Economics, Computer Science, Information Technology, MIS, IT, or any related fields
- Experience in Consumer Finance products e.g. Credit card, Sale Finance and Personal loan
- Good in Database and Data Warehouse Knowledge
- Strong in Programming skills e.g. SAS, SQL
- Experience in Python, R is a plus
- Have background and knowledge on analytical, score development life cycle
- Experience using business intelligence tools (e.g. Tableau) and data frameworks (e.g. Hadoop)
- Understanding of machine-learning model
- Expertise in Microsoft Office such as MS Word, MS Excel, MS Access, and MS PowerPoint
Contact Information:
- Contact person: Khun Anupong Kijjamnongpun 097-2108111
- Email: anupong.kijjamnongpun@krungsri.com
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