Manager, Risk

1 week ago


Malaysia CIMB Group Full time
exposures in CIMB Group and its subsidiaries

Responsibilities:

  • Perform models development and ensure continued compliance with Basel requirements
  • Develop Basel models for retail portfolios
  • Calibrate Basel risk parameters
  • Strategies model deployment to optimize Basel asset class treatment
  • Develop and drive adoption of machine learning risk models
  • Manage stakeholders engagement
  • Partners Business and other Risk departments to develop and implement models and strategies
  • Engages Regulators, Auditors, and Validators to ensure models are compliant with internal governance and regulatory requirements
  • Other traits needed to excel in role:
  • Up to date knowledge of industry trend in credit modelling to guide management of models developed with traditional and machine learning techniques
  • Provide leadership on the use of analytics in credit risk management
  • Experience in project management to prioritise and deliver modeling projects within timeline

Job Requirements

  • CFA or FRM would be an advantage
  • Excellent in any model development technique would be an advantage
  • Quantitative modelling skills
  • Excellent oral and written communication skills in English
  • Good presentation skills.

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