Risk Modeling

2 weeks 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

**Key Responsibilities**:
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 accordance to Basel and MFRS requirements.
- Assist in preparing clear and thorough model development documentation for regulatory submission and approval.
- Assist in preparing 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.
- Prepare test script, test cases and perform User Acceptance Test to ensure model is implemented as per expected.
- Socialize with stakeholder including internal and business expert to gather business insight in the respective area of model development and data analytics, as well as to ensure the model is implemented as per expected.
- Requirements

**Formal Education**:
Statistics, Mathematics, Actuarial Science, Economics, Finance, financial mathematics, Data Science

**Professional Accreditation**:
CFA, FRM

**Preferred level of Experience (by years/function/industry)**:
Minimum 1-2 years experiences or fresh graduate in good relevant qualifications.

Other skills required:

- 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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