Risk Modeling Manager

1 day 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 Section Head, Corporate Credit Modeling in in relation to the respective area’s risk modeling activities.
- Able to develop and maintain industry leading credit risk models in accordance to Basel and MFRS requirements with minimum supervision.
- Socialize with business expert to gather business insight in the respective area of model development and data analytics.
- Presents and discusses analysis, model approach, model results and its thought/rational within working group.
- Prepare user requirements, review functional specifications and perform User Acceptance Test to ensure models requirements is captured as per expected.
- Prepare clear and thorough model development documentation for regulatory submission and approval.
- 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.
- Review and on-going improvement to model performance monitoring process and automation.
- Requirements
- Degree in Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics or professional qualification in CFA, FRM
- Minimum 3-4 years relevant experiences in model development
- Good knowledge of relevant regulatory requirements on risk models and risk parameters.
- 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

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