ตำแหน่ง นักวิเคราะห์แบบจำลองความเสี่ยงด้านสินเชื่อ

บริษัท ธนาคาร ทหารไทยธนชาต จำกัด (มหาชน)

ที่อยู่บริษัท

เงินเดือน สำหรับสมาชิกเท่านั้น

ลักษณะงานที่ทำ
• Maintain central inventory of all models and keep up to date, define models’ classification and manage model risk within appetite.
• Develop operational framework for Model Risk and Validation to manage end-to-end life cycle with proper Model Risk management platform and verify model document readiness.
• Evaluate development and annual review document of the credit risk models both regulatory and non-regulatory models. To assess the models with statistics methodology.
• Make a quarterly consolidated model risk assessment and report to committees.
• Perform validation activities on credit risk non-regulatory models and all other non-credit models including prepare documentation.

ตำแหน่ง เจ้าหน้าที่อาวุโส

บริษัท ธนาคาร ธนชาต จำกัด (มหาชน)

ที่อยู่บริษัท

เงินเดือน สำหรับสมาชิกเท่านั้น

ลักษณะงานที่ทำ
• Develop and Validate of model: Gathered data, applied statistical method to validate the efficiency of the model, and set-up standard computational statistic test for validation of model (i.e. discriminatory power).
• Enhanced the model to increase its discriminatory power and efficiency.
• Implement the developed functions to credit rating system.
• Produce monthly/quarterly risk rating monitoring reports.
• Monitor the transition matric of customer’s credit rating, override rating, and behavior score movement in each quarter.
• To build a behavior scoring model to assign its ratings to customers for support the corporate and commercial banking unit.
• Conduct a development and enhancement of the credit rating model.
• Prepare and analyze the Front-end and the Back-testing report used to monitor the rating model's performance, creditability and integrity.
• Prepare a collective and comprehensive credit rating policy, processes, procedures, and report on frequency of credit risk assessment, as well as assess how applicable the model is in risk assessment in credit underwriting process and if it sounds credible risk instrument during the models implementation.
• Provide advice and clarification of the problems arisen from Credit Rating/ Scoring model used by underwriter and credit analyst and update / review the document and manual of Credit Rating/Scoring Model to be present.
• International Financial Report Standard 9 (IFRS9) project: Improve rating process and calibrate the Credit Rating system in accordance with the IFRS9 accounting standard.

ตำแหน่ง ฝึกงาน

บริษัท บริษัท คาราบาวตะวันแดง จำกัด

ที่อยู่บริษัท

เงินเดือน สำหรับสมาชิกเท่านั้น

ลักษณะงานที่ทำ
• Statistics Analysis for Marketing Team
• Learning in advance Microsoft Excel and Microsoft Project for the work that be assigned by Team
• Preparing documents as Internal Sales and Human Resources

สถาบัน ThaiMOOC, Srinakharinwirot University

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