Current jobs related to Risk Modeling - Kuala Lumpur - RHB Banking Group
-
Model Risk Management
3 days ago
Kuala Lumpur, Kuala Lumpur, Malaysia RHB Banking Group Full timePrimary 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 Modeling Manager
5 days ago
Kuala Lumpur, Malaysia RHB Banking Group Full timeWorking 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...
-
Risk Modeling Analyst
5 days ago
Kuala Lumpur, Malaysia RHB Banking Group Full timeWorking 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...
-
Kuala Lumpur, Kuala Lumpur, Malaysia Etiqa Insurance and Takaful Full timeJob DescriptionSupport implementation of MRM policies and procedures to create enhancements on organizational culture and various stakeholders' expectations of Model Risk ManagementSupport development and maintenance of model inventory protocol, model inventory design and model maintenanceCollaborate with relevant stakeholders to drive MRM initiatives.Lead...
-
Director, Model Risk
2 weeks ago
Kuala Lumpur, Malaysia Prudential plc Full timePrudential’s purpose is to be partners for every life and protectors for every future. Our purpose encourages everything we do by creating a culture in which diversity is celebrated and inclusion assured, for our people, customers, and partners. We provide a platform for our people to do their best work and make an impact to the business, and we support...
-
Senior Manager, Model Risk
3 days ago
Kuala Lumpur, Kuala Lumpur, Malaysia Prudential Plc Full timePrudential's purpose is to be partners for every life and protectors for every future. Our purpose encourages everything we do by creating a culture in which diversity is celebrated and inclusion assured, for our people, customers, and partners. We provide a platform for our people to do their best work and make an impact to the business, and we support our...
-
Senior Manager, Model Risk
3 days ago
Kuala Lumpur, Kuala Lumpur, Malaysia Prudential Services Asia Full timePrudential's purpose is to be partners for every life and protectors for every future. Our purpose encourages everything we do by creating a culture in which diversity is celebrated and inclusion assured, for our people, customers, and partners. We provide a platform for our people to do their best work and make an impact to the business, and we support our...
-
Greater Kuala Lumpur, Malaysia OCBC Full timeWho We AreAs Singapore's longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.Today, we're on a journey of...
-
Wholesale-credit-risk-modelling
1 week ago
Kuala Lumpur, Malaysia Ambition Full time**Responsibilities**: - Dynamic working environment - Attractive remuneration - Excellent working culture Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving Risk Portfolio Management ('RPM') function. RPM comprises of a broad range of functions primarily focused on credit portfolio management across...
-
Senior Manager, Model Risk
3 days ago
Kuala Lumpur (Group Head Office), Malaysia Prudential plc Full timePrudential's purpose is to be partners for every life and protectors for every future. Our purpose encourages everything we do by creating a culture in which diversity is celebrated and inclusion assured, for our people, customers, and partners. We provide a platform for our people to do their best work and make an impact to the business, and we support our...
Risk Modeling
2 weeks ago
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
