Sunthicha Amorncheewasilapakul
Credit Risk Analyst at KASIKORN LINE- Claim this Profile
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Thai Native or bilingual proficiency
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English Limited working proficiency
Topline Score
Bio
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Credentials
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Machine Learning and Advanced Analytics Upskilling
FICODec, 2020- Sep, 2024 -
Chartered Financial Analyst (CFA) Level1
CFA InstituteJan, 2018- Sep, 2024 -
Certified Investment and Securities Analyst Program Level1
The Stock Exchange of ThailandApr, 2015- Sep, 2024
Experience
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KASIKORN LINE
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Thailand
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Financial Services
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100 - 200 Employee
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Credit Risk Analyst
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Jul 2021 - Present
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SCB – Siam Commercial Bank
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Thailand
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Banking
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700 & Above Employee
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Unsecured Credit Risk Modelling
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Jan 2020 - Jun 2021
• Basel and IFRS9 Model Recalibration- Calibration A Score for Credit Card portfolio, A part of IFRS9 PD calibration which is realistic accuracy with portfolio.- Calibration of PD , LGD both of Basel and IFRS9 for Credit Card portfolio to ensure efficiency of business and to comply in accordance with the policies and regulations.- Accomplish to reduce ECL of Credit Card portfolio,- Accomplish Stress Test for Credit Card Portfolio also normal and crisis situation from COVID-19 pandemic.• Advanced Analysis- Assist team to develop A- Score for Credit Card with Machine learning.- Upskill project with FICO in case of develop application score of SSME portfolio with machine learning. Since data preparation and manipulation, create feature until final Model.• Adopting Automation- Enhance Database by using automation for Credit card portfolio. Show less
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SSME and SME Credit Risk Modelling
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Jan 2018 - Dec 2019
• Development , validation , calibration and monitoring Application Score model of Small SME portfolio.• Calibration LGD Model of Unsecured portfolio to apply in IFRS9 project.• Calibration Forward looking PD Model of SSME portfolio to apply in PD (IFRS9) which in part ofprovision of credit risk.• Participate in Upskill project with FICO in case of develop application score of SSME portfolio withmachine learning.• Use Acceptance Test (UAT) and implementation of new parameters and issues on Leads System aboutacquisition data of Small SME portfolio. Show less
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TMB Bank PCL
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Thailand
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Banking
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700 & Above Employee
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Senior modelling and meaturement analyst
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Dec 2016 - Dec 2017
• Monitor and measure model performances of Application, Behavioral and Transaction scorecard called Small Commercial Facility (SCF) used forecast future customer/portfolio credit quality trends and their regulatory provision/Economic Capitals value required. • Develop of 2 retail models (TDR product) for Basel II regulatory compliance through Advanced-Internal Ratings Based (AIRB) approach. This includes : - Data preparation and manipulation involving exclusion and default criteria. - Optimize risk driver selection and risk pool segmentation. - Estimation and validation of risk parameters – Probability of default (PD). • Redevelop Exposure at Default (EAD) model for appropriate risk parameters in each product. • Coordinate with consultants , to develop and implement IFRS9 project which Exposure at Default (EAD) model for appropriate risk parameters in each product. Show less
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Investment Analyst
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Jun 2014 - Dec 2016
My responsibility is combined of 1. Valuation - Prepare stock valuation covering worldwide consumer discretionary firms - Prepare top pick by using weighted scoring model - Analyze economic statistics correlation with worldwide stock market - Development model and tools to measure stock valuation 2. Monitoring - Update news (e.g. Bloomberg, Reuters, and CNBC) and economic data for Europe countries and consumer discretionary sector - Summarized research from banker (e.g. UBS and JPMorgan papers) - Present information from attending seminar Show less
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LH Bank People
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Thailand
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Banking
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1 - 100 Employee
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Credit Risk Officer
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Oct 2010 - May 2014
My responsibility is combined of 1. Development model and tools to measure the risk - Apply the Accounting and Financial for developing credit risk model for corporate loan - Coordinate between IT and operation department in order to prepare and manage the necessary database for developing model as to be used in credit risk - Support risk management department in statistical analysis 2. Stand-alone risk management - Support of monitoring the declaration and policy’s Bank of Thailand (BOT) which is involved with credit risk management including analyze the consequence of the declaration and policy in order to calculate economic capital, look for the method of the risk management, and propose the appropriate way to the committee 3. Advanced portfolio management - Procure portfolio report for monitoring credit risk model in many dimensions including retrieve data from the organization’s database - Support to assess the sufficiency of economic capital in case of review business plan or stress situation as well as stress testing Show less
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Education
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Thammasat University
Bachelor of Business Administration - BBA, Accounting and Finance -
Thammasat University
Bachelor's degree, Finance, General -
National Institute of Development Administration
Master of Business Administration (M.B.A.), Finance, General