Credit Modeller
1 day ago
Credit Modeller
**Create the future with Affin You too can make a difference.**
We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.
JOB PURPOSE
Lead person responsible in matters relating to credit models of the bank, which involves
development of credit models, calibration of models, monitoring of model performance, resolving
model issues, supporting model users and escalating model issues to the management when
necessary.
KEY RESPONSIBILITIES
Responsible in developing credit models, and the key person responsible to review model development methodologies when external consultant is assigned for model development. This includes A-Score, B-Score, PD, EAD and LGD models and MFRS 9 models for Retail and Non-Retail products.
Setting up and maintaining policies/guidelines on credit model related matters.
Monitoring of credit models and scorecards performance and reporting them to management in a consistent and timely manner.
Enhance and calibrate existing models when applicable as it is important that the scorecards perform as expected for business decisions.
Ensuring all models and scorecards implementation into system are tested and verified before going live.
Involvement in MFRS9 project, and future modelling projects - ensuring modelling methodologies are acceptable, validating vendor's work and involved in implementation UAT from model aspects.
Supporting business unit/model users on credit model related matters, and raising issues concerning models to the management for further actions.
Resolving model validation findings within a stipulated timeframe.
Getting management and board approvals on credit model matters, including new model development, calibration, enhancements and validation resolutions.
Enhancing models/scorecards systems when applicable.
SKILLS/KNOWLEDGE
Statistical background, preferably with at least 7 years' experience in analytics or modelling BASEL 2 models.
Proficient in Excel and SAS EG or SAS Base, or has had exposure in other analytical tools and willing to learn SAS programming.
Managing and guiding subordinates.
Job ID JR100179
-
Credit Risk Modeler
3 days ago
Kuala Lumpur, Kuala Lumpur, Malaysia Public Bank Berhad Full time 80,000 - 120,000 per yearDevelop and monitor credit risk / MFRS9 models to be fit for purpose and meet the Bank's internal standard / BNM Basel II requirements / MFRS9Work closely with Business Units to deploy the credit risk / MFRS9 models to ensure the model is effectively used for which it is designed forReview the monitoring results and propose enhancements/recommendations for...
-
Manager, Credit Risk
1 day ago
Greater Kuala Lumpur, Malaysia AEON Credit Service (M) Berhad Full time $134,400 - $201,600 per yearManage the Credit Risk Management (CRM) and providing timely reporting on credit risk portfolio and exposure to management, board and regulatory.Ensuring adequate and proper credit policies, procedures and supporting mechanisms in managing credit risks and aligned to local regulations, internal rules, leading practices and business needs.Review and ensure...
-
Assistant Manager, Credit Risk Modeler
3 days ago
Kuala Lumpur, Kuala Lumpur, Malaysia TNG Digital Full time 90,000 - 120,000 per yearWe fuel the ideas and ambitions of our people with an environment built on Our DNA of Love, Entrepreneurship, Agility, and Passion – LEAPWe are a culture that empowers everyone to innovate and create solutions that will leave a positive impact on our communities and our nation, Touch 'n Go will always be here to inspire our talents to grow as leaders and...
-
Kuala Lumpur, Malaysia Hong Leong Bank Full timeIf you are looking to excel and make a difference, take a closer look at us Functional (job responsibilities) - ECL Model Management & Reporting: - Prepare and finalize Expected Credit Loss (ECL) model results, including Probability of Default (PD) and Loss Given Default (LGD), on a quarterly and monthly basis, ensuring 0% error rates and timely...
-
Risk Modelling
1 day ago
Kuala Lumpur, Kuala Lumpur, Malaysia RHB Banking Group Full time 80,000 - 120,000 per yearPrimary ObjectiveSupport development and the monitoring of the industry leading regulatory compliant credit risk models, also internal models for early warning as well as behavioral models for Asset Liability Management (ALM) for effective risk management and decision making in the Bank on the designated subject area.Key ResponsibilitiesSupport Head, Retail...
-
Model Risk Management Spclst
2 weeks ago
Kuala Lumpur, Malaysia RHB Banking Group Full timeWorking Hour - Regular Hours - Monday - Friday- Business Area - Risk & Credit Management- Location - Malaysia - Kuala Lumpur- Description **Primary Objective**: Independently validate RHB Banking Group’s models, rating systems and the estimation of risk components on a regular cycle to ensure: - the Bank’s implementations of Basel II IRB and IFRS 9...
-
Model Risk Management Specialist
3 days ago
Kuala Lumpur, Kuala Lumpur, Malaysia RHB Banking Group Full time 120,000 - 150,000 per yearPrimary ObjectiveIndependently validate RHB Banking Group's models, rating systems and the estimation of risk components on a regular cycle to ensure:the Bank's implementations of Basel II IRB and IFRS 9 models for Credit Risk, IMA for Market Risk as well as AMA for Operational Risk are in accordance to the regulatory standards;objectives, assumptions, risk...
-
Risk Model Development Lead
3 days ago
Greater Kuala Lumpur, Malaysia Ant International Full time 120,000 - 240,000 per yearTeam IntroductionWe're on a mission to make financial services accessible and effortless for SMEs. As one of Singapore's latest digital wholesale banks fully regulated by MAS, we're committed to continuous innovation to bring about simpler, safer and more rewarding financial services. #bringingaboutwhatsnextRoles and ResponsibilitiesResponsible for the...
-
Financial Modelling
3 days ago
Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur, , Malaysia MVC Resources Full time 80,000 - 120,000 per yearGood understanding of the renewable energy sector; its nuances, business operations, opportunities, risks, etc. particularly in the context of solar energyPerform financial modelling and market analysis to facilitate Cleantech in making appropriate business decisionsSupport in budget management and approvalsCarry out Investor PresentationsHandle/address...
-
Risk Modeling
1 week ago
Kuala Lumpur, Malaysia RHB Banking Group Full timeWorking Hour - Regular Hours - Monday - Friday- Business Area - Risk & Credit Management- Location - Malaysia - Kuala Lumpur- Description Support Head, Corporate Risk Modeling & Data Science in relation to the respective area’s risk modeling activities. **Technical Expertise**: - Assist to develop and maintain industry leading credit risk models in...