Advertised:02-11-09 | Closing Date:01-12-09

Credit Analytics, VP
(Bangkok)

Responsibilities:

Department / Division    :  Risk & Decision Management

Sector                              :  Retail Middle Office 

Job scope:

  • Develop, implement, monitor and continuously enhance Basel II AIRB models and risk scorecards (acquisition, management, collections and others) for regulatory compliance and internal credit risk management
  • Conduct annual validation of risk scorecards, PD, LGD and EAD models. Where necessary, re-develop models and re-estimate risk parameters for regulatory compliance and internal credit risk management
  • Conduct, analyse and report the results of regular stress-testing of credit portfolios, including regular reporting to Group Generate, analyse and monitor scorecard performance, booking profile, portfolio management, risk, capital and compliance reports
 

Requirements:

  • Bachelor’s or Master’s or PhD Degree in Statistics, Mathematics, Finance, Engineer or other degree with equivalent experiences
  • Experiences with Statistical tools, SPSS, SAS or other modeling or statistical software is an advantage
  • Proven experiences building and implementing statistical models in a Financial Services organization is preferable
  • Strong quantitative skills including analytical, financial, statistical and model development skill
  • Excellent  verbal and written communication both Thai and English
  • High level interpersonal skills, team player, proactive and hard working  


 
 
For further information about UOB Thai and career opportunities, please visit our website at: www.uob.co.th 
 
Interested candidates, please e-mail or mail your CV with a recent photograph to:


United Overseas Bank (Thai) Public Company Limited
Human Resources Sector 

191 South Sathon Road, Sathon, Bangkok 10120
Tel: 02-343-4220 Fax: 02-285-1599

Email: recruitment@uob.co.th