Manager, Modelling and Portfolio Analytics TH
CIMB Thailand · Thailand
Job Descriptions:
- Develop, monitor, maintain credit risk and stress testing models in compliance with the regulatory requirements and prepare data and documents for model governance.
- Conduct statistical analysis and provide statistical information to evaluate risk profiles as well as assist portfolio managers by providing necessary risk management tools such as credit rating/scoring, PD, EAD and LGD model
- Partner with the various lines of business to enhance modeling and analytical framework
Qualifications:
- Bachelor or master’s degrees in Statistics, Economics, Mathematics, Financial Engineering, Operations Research (Statistics), Finance, or related quantitative discipline.
- 3-7 years of experience with credit risk modelling
- At least 3 years of experience in programming languages such as SAS and Python
- Good knowledge on credit products both retail and non-retail
- Strong understanding of quantitative analysis methods in relation to financial institutions
- Ability to clearly communicate modelling results to a wide range of audiences
- Drive to develop and maintain high quality and transparent model documentation
- Strong written and verbal communication skills.
Preferred Skills:
- Experience in credit rating credit scoring or IFRS9 models development
- Hands on experience in Machine Learning or Deep Learning techniques
- Knowledge on Climate Risk is a plus
Remark: The Bank requires the verification of criminal records prior consideration for employment to ensure secured and maintain standards of the organization.
In this role, you will develop and monitor credit and climate risk models for both non-retail and retail portfolios, ensuring compliance with regulatory requirements. Also to ensue prepare data and documents for model governance and collaborate with various teams to conduct stress testing.More jobs at CIMB Thailand · Legal & Compliance jobs in Thailand