Risk Modeling Analyst

3 days ago

Kuala Lumpur, Malaysia RHB Banking Group Full time

Working Hour
- Regular Hours
- Monday - Friday- Business Area
- Risk & Credit Management- Location
- Malaysia - Kuala Lumpur- Description

Risk Modeling
- Support Head, Retail Risk Modeling in relation to the respective area’s risk modeling activities
- Assist to develop and maintain industry leading credit risk models in accordance to Basel and MFRS requirements.
- Assist to develop early warning model which predicts the likelihood of a customer moving from performing to arrears.
- Assist in preparing clear and thorough model development documentation for regulatory submission and approval.
- Prepare test script, test cases and perform User Acceptance Test to ensure model is implemented as per expected.
- Prepare model performance monitoring report for timely reporting to the management committee, the monitoring report served to provide insights to ensure correct use of model and enable critical decision making related to model recalibration or refinement.
- Socialize with business expert to gather business insights in respective area of data analytics.
- Requirements
- Statistics, Mathematics, Actuarial Science, Economics, Finance, financial mathematics.
- CFA, FRM

Minimum 1-2 years experiences or fresh graduate in good relevant qualifications.
- Good understanding on the respective area’s business products and operations.
- Good analytical skills.
- Good statistical modeling knowledge.
- Good understanding of relational databases and data models.
- Good programming skills in data handling and statistical modeling.
- Benefits

Dental, Education support, Miscellaneous allowance, Medical, Loans, Sports (e.g. Gym), Parking, Vision, Regular hours, Mondays - Fridays, Casual Business Wear, Performance Based Rewards

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