Risk Model & Analytics Manager - Kasikornbank Public Co.,Ltd.

• Develop, enhance, and maintain credit risk models, including PD, LGD, EAD, IFRS 9 ECL, scorecards, and rating models to support risk assessment and decision-making.

• Conduct model performance monitoring and validation support, including back-testing, calibration, benchmarking, and remediation of model weaknesses to ensure model effectiveness and regulatory compliance.

• Perform quantitative analysis and stress testing to assess portfolio risk, evaluate model assumptions, and support risk forecasting under various business and economic scenarios.

• Prepare model documentation and governance materials, ensuring compliance with internal policies, regulatory requirements, and model risk management standards.

• Collaborate with business, risk, finance, and overseas banking units to translate business requirements into analytical solutions and enhance risk measurement capabilities

• Master's degree in finance, Economics, Statistics, Mathematics, Engineering, Data Science, Risk Management, Business Analytics, Accounting, or related fields.

• At least 5 years of experience in risk modeling, credit risk analytics, Basel-related functions, or other risk management roles within the banking industry.

• Strong knowledge of credit risk management, risk analytics, and regulatory frameworks, including IFRS 9, Basel III/IV, ICAAP, and stress testing.

• Proficiency in analytical and data management tools such as SQL, SAS, Python, R, Power BI, Tableau, or equivalent.

• Strong analytical, problem-solving, and quantitative skills with the ability to translate data into actionable insights.

• Excellent communication and stakeholder management skills, with the ability to collaborate effectively across business, risk, finance, and technology functions.

Remark: This position requires a criminal record information check prior consideration for employment to ensure safety and maintain standards of the organization.

Vision

KASIKORNBANK aims to be the most innovative, proactive, and customer centric financial institution, delivering world class financial services and sustainable value to stakeholders by harmoniously combining technology and talent.

Purpose

We commit to driving sustainable prosperity by elevating and unleashing the full potential of every life and business we touch. Through trusted and innovative financial solutions, delivered with heart, we empower success that transforms lives and uplifts our beloved nation, Thailand.

We don't just serve Thailand; we are building the future of ASEAN+3. And we believe that begins with our people.