Credit Risk Modeler (Leading Financial Institution), Bangkok

  • Sector: Monroe Banking & Finance
  • Contact: Airry - Chatcharynd
  • Location: Bangkok
  • Salary: THB70000 - THB75000 per month
  • Expiry Date: 17 July 2022
  • Job Ref: BBBH395167_1652850356
  • Contact Email: c.chatcharynd@monroeconsulting.co.th

Executive recruitment company Monroe Consulting is recruiting on behalf of a leading financial institution in Bangkok. The company is seeking a Credit Risk Modeler based in Thailand. The company has been operating a complete commercial banking business and offering a more diverse range of commercial banking services to its customers.

The position is responsible for assessing credit risk factors and risk measurement, developing and analysing credit risk model, overseeing data analytics, statistical model development, statistical testing, and stress testing. This position will also be required to provide assistance on special assignments, and ad hoc tasks.

Job Responsibilities

  • Evaluate credit risk factors and risk measurement
  • Oversee data analytics, statistical model development, statistical testing, and stress testing
  • Analyse and develop credit risk model
  • Aid the team to do special assignments and ad hoc tasks

Job Requirements

  • Master's degree in Statistics, Economics, Finance, Engineering, Accounting, or related field
  • At least 1 year in financial institution is preferred.
  • Experience in Credit Modeling in financial institution is preferred.
  • Experience in SAS programming tool and an in-depth understanding of Microsoft Office Suites
  • Knowledge of Python is a plus.
  • Ability to do data management.
  • Excellent interpersonal skills and analytical skills
  • Great command of English