Director, Modeller

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.

- Lead modelling PIC in IRB project - to work alongside consultants and PWG, and managing and guiding modellers subordinates involved in the project.
- More than 12 years experience in developing and maintaining IRB models in Retail, SME and Corporate portfolios, including PD, EAD and LGD models.
- Ensuring models are statistically sound by reviewing and able to challenge models development methodologies by external consultants.
- Overviewing monitoring of credit models and scorecards performance and reporting them to management in a consistent and timely manner.
- Supporting business units on models related matters.
- Involved in models implementation.
- Assisting in obtaining approvals in models related matters - management, board and BNM.
- Resolving model validation and audit observations/findings in timely manner.
- Setting up and maintaining policies/guidelines on model related matters.
- Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing papers and documentation.