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

Support Head, Retail Risk Modeling in relation to the respective area’s risk modeling activities.

**Technical Expertise**:

- Well versed in risk modeling and data science techniques.
- Able to work with huge datasets to develop and maintain industry leading credit risk models in accordance to Basel and MFRS requirements.
- Develop early warning model which predicts the likelihood of a customer moving from performing to arrears.
- Review and on-going improvement in model development approaches and techniques as well as model performance monitoring process and where possible automation.
- Presents and discusses analysis, model approach, model results and its thought/rational within working group.
- 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.
- Prepare user requirements, review functional specifications and perform User Acceptance Test to ensure models requirements is captured as per expected.

**Leadership/Stakeholder Management**:

- Lead/provide guidance in all aspects of data analysis and the development /enhancement, monitoring of predictive statistical models.
- 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
- Bachelor Degree - Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics, Data Science.
- CFA, FRM

Minimum 3-4 years relevant experiences
- 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

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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