Senior Data Analytics and Credit Modeling

รายละเอียดงาน

• Develop and enhance credit risk models, including scorecards, PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default) models. 
• Ensure models are implemented into the company’s risk management systems and aligned with business strategies and regulatory requirements. 
• Lead the validation and back-testing of credit risk models to ensure robustness and reliability. 
• Perform regular monitoring and recalibration of models to reflect changes in market conditions, portfolio performance, and customer behavior specific to hire purchase products. 
• Analyze large datasets from hire purchase agreements to identify trends, patterns, and insights that inform model development and validation. 
• Prepare comprehensive reports and presentations on model performance and outcomes for senior management and regulatory bodies. 
• Conduct ad hoc analyses to support urgent business needs and special projects.
   

Qualification: 

• Bachelor’s degree in Statistics, Mathematics, Economics, Finance, or a related field. A Master’s degree is preferred. 
• Minimum of 1-3 years of experience in credit risk modeling, quantitative analysis, or a related field within the financial services or hire purchase industry. 
• Proven experience with statistical software and programming languages such as SAS, R, Python, or SQL

สถานที่ทำงาน

Com7 Public Company Limited, ซอยคอมเซเว่น บางนาใต้ เขตบางนา กรุงเทพมหานคร ประเทศไทย