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- Global MNC
- Work life balance & full flexibility
About Our Client
Our client is among the largest banks in Malaysia, with a substantial asset size of RM500 billion. With an outstanding track record of consistent profitability for over 60 years, they have proven their financial stability and success. Their comprehensive one-stop financial portal provides a wide array of services, including various accounts, credit cards, loans, deposits, and other financial assistance tailored to meet personal and business needs.
Job Description
- 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
The Successful Applicant
- Has exposure in retail scorecard/model development and validation, credit operations and/or credit risk management.
- Possesses aptitude for technical/system work with excellent analytical, problem solving, quantitative and decision making skills.
- Familiar with statistical techniques/ tools and has good working knowledge of the guidelines on Basel II Advanced Internal Rating-Based Approach.
- Has sound technical skills in data modeling / data cleansing.
What's on Offer
- Employee financial and physical well-being
- Flexible work arrangements and policies
- Learning and development opportunities
- Team bonding budget and initiatives
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