Credit Risk Analyst

About the Role

Credit Risk Measurement/ Credit Risk Model

Responsibilities

• Develop, monitor, and maintain credit risk models in compliance with the credit risk model governance framework.
• Evaluate credit risk factors and develop methods for measuring risks to assess potential exposures.
• Engage in data analytics, statistical model development, and support stress testing to identify and assess the impact of adverse scenario on existing provision and the bank’s capital.
• Facilitate understanding of credit risk modeling, credit life cycle and serve as subject matter expert in analytics.
• Development of advance risk measurement such as concentration risk, RAROC, proxy income model, etc.
• Perform ad-hoc tasks and other related duties as assigned; provide support to the team in completing ad-hoc tasks and special assignments as required by the department or management.

Qualifications

• Bachelor’s degree or Master's degree in Statistics, Economics, Finance, Engineering, Accounting or related field.
• Experience in credit modeling (in banking business) is preferable.
• Experience in using SAS/Python/SQL as a primary tool and in-depth knowledge of MS Office.
• Good interpersonal skill and analytical skill.
• Experience in banking or finance business of at least 5 years is preferred.
• Good command in English, both written and verbal.

Additional Information

• Organization: LH BANK
• Work arrangement: onsite
• Employment type: full time
• Contact: Karita 096-912-1035