Senior Data Scientist (Risk Model)

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KASIKORNBANK

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Job Summary


Job Type
-

Seniority
Senior

Years of Experience
Information not provided

Tech Stacks
Python Scala SQL Java R Analytics Strategy

Job Description

Job Descriptions

  • Prepare requirements and conduct structured reviews with credit risk portfolio manager to identify errors or omissions to ensure requirements are accurate
  • Design, program, implement, maintain and validate complex credit rule and model strategies into the decision engine environment within agreed upon timelines including integrate with new partner business model
  • Build and execute unit test cases to validate rules have been implemented properly prior to production release Conduct system version and document for audit trail
  • Visualization Data for support Analytic team to communicate with Business Unit and adjust configuration follow by business strategy and risk budgeting
  • Lead the integration of E2E risk capabilities and risk systems with partners and IT department including, but not limited to, Risk Engine Credit Approval, Risk Engine Portfolio Monitoring, Risk Engine Collection.

Qualifications

  • Bachelor Degree or Above in quantitative fields such as Data Science/Analytics, AI, Engineering, Operations Research, Computer Science/Engineering, Statistics, Mathematics, or related fields.
  • Work experience more than 7 years
  • Familiar in coding using Python / R / SQL / Scala / Java or at least has well understand in pseudocode flowchart
  • Have conceptual thinking or understanding ER Diagram
  • Understanding or experience in credit or loan approval processes would be advantage
  • Sound Knowledge in Data Science or Data Engineer
  • Positive attitude and Team-working mindset
  • Able to communicate in English professionally
  • Able to travel internationally (AEC region) for business purpose


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


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