Credit Risk Analytics Specialist

Full time @SCB in Other
  • ธนาคารไทยพาณิชย์ จำกัด (มหาชน) สำนักงานใหญ่ 9 ถนนรัชดาภิเษก เขตจตุจักร กรุงเทพฯ 10900 View on Map
  • Post Date : October 16, 2023
  • 0 Application(s)
  • View(s) 38

Job Detail

  • Job ID 10570
  • Experience 2 Years
  • Gender Any
  • Qualifications Degree Bachelor

Job Description

– Bachelor’s degree or higher in Finance, Statistics, Mathematics, Economics, MIS or any related fields
– At least 2 years of experience in credit risk analytics (either on Retail or Wholesale portfolios) including credit risk models and risk-rating system development, validation, implementation, and maintenance preferred
– Equipped with analytical mind and being able to raise relevant questions
– Good English Skill and project management skills
– Extensive and hands-on analytical programming skills in Python, PySpark, SAS, R, SPSS, Matlab or similar required. Big Data & Data Mining experience is a plus
– Experience in AIRB Basel/IFRS9 Compliance, Stress Testing, RAROC analysis is a plus

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