Credit Risk Modeler

2 days ago

Kuala Lumpur, Kuala Lumpur, Malaysia Public Bank Berhad Full time 80,000 - 120,000 per year
  • Develop and monitor credit risk / MFRS9 models to be fit for purpose and meet the Bank's internal standard / BNM Basel II requirements / MFRS9
  • Work closely with Business Units to deploy the credit risk / MFRS9 models to ensure the model is effectively used for which it is designed for
  • Review the monitoring results and propose enhancements/recommendations for model improvement / calibration / re-development to meet required standards
  • Maintain clear and thorough documentation of all credit risk models and ensure model risk governance and processes are being followed
  • Close model findings as identified by independent model validators
  • Maintain the credit risk modeling database to ensure data is adequate to continuously support future model development and on-going model monitoring reports

Requirements

  • A recognised degree in statistics / mathematics, financial engineering or other related quantitative discipline with at least 5 years of related working experience, preferably in retail scorecard/model development and validation, credit operations and/or credit risk management
  • Possess aptitude for technical / system work with excellent analytical, problem solving, quantitative and decision making skills
  • Experience in Base SAS programming language and data analytics using SAS software
  • Good communication and interpersonal skills
  • Familiarity with statistical techniques/tools and good working knowledge of MFRS9 standards and guidelines on Basel II Advanced Internal Rating-Based Approach will be an added advantage

Why Join Us?

  • We offer exciting possibilities and doors of opportunities will be opened to high performing individuals.
  • Our employees are the fundamental building block of the Bank's resilience and long term sustainability. We are therefore committed to nurturing, developing and empowering our talents to ensure that each of them will grow to their greatest potential along side the Bank.
  • We hire the most talented people from diverse backgrounds. We value diversity as the wealth of experience and perspectives strengthens our ability to connect with a wide cross-section of customers and build a richer environment for creativity and innovation.

What You Can Get

Our integrated suite of wellbeing programmes designed to enhance the employees' quality of life and welfare include the provision of:

  • Fair and competitive remuneration
  • Comprehensive medical benefit scheme
  • Low interest/interest free staff housing loans/vehicle loans/special loans
  • Attractive annual leave scheme, extended maternity leave, sabbatical leave, examination leave etc.
  • Insurance coverage and attractive retirement schemes
  • Performance-based reward system
  • Opportunities for career advancement based on merit

To encourage employees to strive for career progression, we accord other defined benefits and perks to employees as they progress up the corporate ladder to assume bigger roles and responsibility.

  • Risk Modelling

    3 hours ago

    Kuala Lumpur, Kuala Lumpur, Malaysia RHB Banking Group Full time 80,000 - 120,000 per year

    Primary ObjectiveSupport development and the monitoring of the industry leading regulatory compliant credit risk models, also internal models for early warning as well as behavioral models for Asset Liability Management (ALM) for effective risk management and decision making in the Bank on the designated subject area.Key ResponsibilitiesSupport Head, Retail...

  • Assistant Manager, Credit Risk Modeler

    2 days ago

    Kuala Lumpur, Kuala Lumpur, Malaysia TNG Digital Full time 90,000 - 120,000 per year

    We fuel the ideas and ambitions of our people with an environment built on Our DNA of Love, Entrepreneurship, Agility, and Passion – LEAPWe are a culture that empowers everyone to innovate and create solutions that will leave a positive impact on our communities and our nation, Touch 'n Go will always be here to inspire our talents to grow as leaders and...

  • Model Risk Management Specialist

    2 days ago

    Kuala Lumpur, Kuala Lumpur, Malaysia RHB Banking Group Full time 120,000 - 150,000 per year

    Primary 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...

  • Credit Risk Associate

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia CALADAN Full time 120,000 - 360,000 per year

    We are seeking a Credit Risk Associate to support our multi-strategy crypto trading firm. In this role, you will design and implement frameworks to evaluate counterparty creditworthiness, set and monitor credit limits, and ensure disciplined risk management across trading and lending activities.The role requires hands-on collaboration with trading,...

  • Credit Risk Manager

    2 days ago

    Kuala Lumpur, Kuala Lumpur, Malaysia KAF Group Full time 90,000 - 120,000 per year

    Job Role: Credit Risk Manager (2 LoD), KAF DIGITAL BANKJob SummaryThis is a retail banking role in the second line of defense, where the officer is responsible forassessing and managing credit exposures within the bank. The role ensures that credit risksare appropriately identified, measured, monitored, and controlled in accordance with thebank's policies...

  • Credit Risk ModelerAsst. Manager

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Agensi Pekerjaan WOBB Sdn Bhd Full time 450,000 - 1,140,000 per year

    Assistant Manager, Credit Risk Modeler (Data Scientist)Role OverviewThis role supports the Head of Credit Risk in developing, enhancing, and reviewing credit scoring models. The position plays a key role in building and maintaining predictive models to evaluate customer creditworthiness, repayment behavior, and portfolio performance.Key...

  • Manager - Personal Financial Services Credit (Credit Risk Modeller)

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia HLB Full time 120,000 - 180,000 per year

    If you are looking to excel and make a difference, take a closer look at us…Functional (job responsibilities)ECL Model Management & Reporting:Prepare and finalize Expected Credit Loss (ECL) model results, including Probability of Default (PD) and Loss Given Default (LGD), on a quarterly and monthly basis, ensuring 0% error rates and timely...

  • Credit Evaluation, Risk Management

    2 days ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Ryt Bank Full time 120,000 - 180,000 per year

    About the Role:Ryt Bank is seeking an experienced and analytical professional to join our Credit Evaluation team. In this critical role, you will be responsible for evaluating credit proposals, assessing financial and non-financial risks, and structuring appropriate financing solutions for mid-sized corporate clients. The candidate is required to have a...

  • Credit Risk

    2 days ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Talent Work Full time 80,000 - 120,000 per year

    Our client is a prominent financial institution within a global financial group, offering a broad range of banking services including corporate, investment, and retail banking. Renowned for its commitment to high-quality financial solutions, the bank plays a key role in supporting both local and international businesses.Job Responsibilities:Compile the daily...

  • Head of Credit Risk

    4 hours ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Ambition Full time 250,000 - 400,000 per year

    I am partnering with a well-established Financial Service to identify a Head for their Integrated Portfolio Risk management division. You will drive the bank's portfolio risk strategy, lead stress testing and capital optimization efforts, and ensure the bank remains resilient and competitive under evolving economic and regulatory conditions - including...