Manager, Modelling and Portfolio Analytics TH

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.