Manager, Credit Modelling

2 weeks ago

Menara Affin TRX, Malaysia AFFIN BANK Full time 120,000 - 180,000 per year
Create the future with Affin ​​You too can make a difference.

We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.

- More than 5 years experience in system enhancements, integration and support.
- Responsible in managing and maintaining the system as custodian of ADE.
- Supporting business unit/model users on credit model related matters and raising issues concerning models to the management for further actions.
- Ensure that the data used for model development, recalibration, re-baseline, monitoring, and review are accurate, sound and align with expectation.
- Involved in implementation of the new scoring engine which will hosts all the retail and non-retail scorecards/models.
- Management and continuous development of ADE which covers and not limited to the areas of;
a. Day-to-day support which involving monitoring of system performance and capacity.
b. Managing and anticipating the operational risk available/exposed to the current ADE architecture.
a. Involved in system enhancements that relate to scorecards or STP rules.
- Involved in system enhancement of scorecards/models related to the implementation of Internal Ratings-Based (IRB) project.
- Proficient in Excel, HTML, XML, JAVA programming and SAS EG or SAS Base or has had exposure in other analytical tools and willing to learn SAS programming.

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