Credit Risk Management Advisory (Specialist/Assistant Manager)
Credit Risk Management Advisory Team of Baker Tilly Thailand is currently looking for a candidate in Assistant Manager/Specialist Level.
The purpose of this job is to provide quality professional risk management services and create viable solutions including the development and implement risk management system. The main focus is to assist our clients in credit risk model development, implement, validation, and transferring and training.
The job responsibilities will include, but not be limited to:
- Assist our clients in establishing robust credit risk management methodologies and tools to solve the business issues, typically credit scoring models, IFRS9 and PD/LGD/EAD models.
- Perform credit risk model design and development activities including understand the characteristics of the loans portfolios, pre-processing data, data cleansing and data validation, data gap analysis, data transformation, data sampling, model estimation, model selection, and model validation
- Evaluate and interpret the results to ensure the appropriateness of the methodologies
- Review codes and maintain consistency in the projects before sending out to clients
- Coordinate, build relationships and manage clients during the implementation of projects
- Bachelor’s degree or higher in Finance, Economics, Statistics, Mathematics, Financial Engineering, Computer Engineering or related field
- 2-3 years’ experience in credit risk modelling in financial services related industry or consult agency
- Familiar with application and/or behavioral scorecard
- Sound knowledge of financial analysis, statistical analysis, mathematical modelling techniques, and scoring development
- Computer literacy and proficiency in common desktop business applications
- Proficient in Excel and programming/analytics platforms such as SAS, SQL, VBA, R, Python, Matlab
- Must possess good judgment and logic to solve a problem
- Excellent verbal and written communication, collaboration skills, and presentation capability