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Job Description
- Manage/ Clean/ Prepare internal and external data (structured/ semi-structured/ unstructured data) for model development/ deployment/ monitoring, including the production of data quality and integrity report
- Develop statistical/ expert/ hybrid models to be able to enhance the model when model deterioration is indicated using variety of data modeling techniques such as Logistic Regression/ Random Forest/ Gradient Boosting/ Non-Parametric Regression. Also, in case of using external consultants, be able to work closely with them across all model life cycle
- Generate prescriptive models to respond to interactive decision to optimize risks and rewards
- Deploy credit risk models into Databricks platform, collection system and credit decision engine and maintain any model adjustment
- Assist and work closely with related parties, e.g. business users, credit approval officers and relationship managers to ensure credit risk models are appropriate and efficient for business direction and support for new digital lending risk assessment and platform
- Ensure all credit risk models are qualified to be used through model life cycle. Regularly perform model monitoring, model assessment and propose proactive action/ recommendation to improve the model
- Assist and design for business opportunity to develop alternative credit score from partnership data
- Collaborate with IT and data engineer to ensure data availability and quality from various sources (both on-premise/ cloud) to develop an efficient model
Qualifications:
- Bachelor’s or higher degree in Finance, Statistics, Mathematics, Economics, MIS, Engineer, Data scientist or any related fields
- At least 1-2 year experiences credit risk analytics, credit risk modeling/ scoring in retail banking, consumer finance or any financial business
- Strong knowledge and skill in machine learning, credit scoring, data analytics using R/ Python/ PySpark, MATLAB, SPSS, SAS, SQL or similar required
- Analytical mindset with excellent critical thinking ability and data analytics skills
- Excellent computer skills and programming tools
- Good command in both written and spoken English
- Good project management skills
- Good team player with a positive attitude toward hard working and working under pressure
- Experienced in credit risk modeling, model monitoring/ validation/ deployment/ maintenance preferred
- Prior experience in Basel/ IFRS9, RAROC, Stress Test, Big Data, Data Mining, Digital leading, Fin-tech/ Start-up is a plus
We're committed to bringing passion and customer focus to the business.
If you like wild growth and working with happy, enthusiastic over-achievers, you'll enjoy your career with us.
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What We Do
Siam Commercial Bank was established by royal charter on January 30, 1907 as the first Thai bank. During its more than 110 years in business, the Bank has played a leading role in providing the financial services needed in Thailand, developing deep expertise. Today, SCB is a leading universal bank, offering deposits and lending and a wide range of other products and services, to meet the needs of all customers. Our retail services include home loans, personal credit, car hire purchase, credit cards, ATM cards, debit cards, currency exchange facilities and overseas remittances as well as investment and insurance products. For corporate and SME customers, the Bank offers cash management-related services, lending products, international trade financing, treasury products, debt and capital market products, corporate advisory, investment banking and other services. Our services are backed by our extensive banking network and continual pursuit of technological innovation. In addition, the Bank's SCB Group includes three major subsidiaries that provide specialized financial services: SCB Securities, SCB Asset Management and SCB Life Assurance. Under the vision to serve as "The Most Admired Bank,” SCB has established a strategic plan called SCB Transformation, designed to dramatically upgrade the Bank's infrastructure and enhance its long-term competitiveness. This transformative plan responds to rapid change in the financial services industry, which is being reshaped by digital technology, regulatory change and new consumer behavior. Following this strategic plan's "Going Upside Down" approach, the Bank will transform its business model and thinking throughout its human resources, work processes, products and technology, enabling breakthrough performance and creating sustainable value for our customers and society
