Assistant Manager, Risk Retail Modelling My
Malaysia, Malaysia
Job Description
:
To develop risk models for Basel applications and machine learning models to manage credit
exposures in CIMB Group and its subsidiaries
Job Responsibilities
- Perform models development and ensure continued compliance with Basel requirements
- Develop Basel models for retail portfolios
- Calibrate Basel risk parameters
- Strategies model deployment to optimize Basel asset class treatment
- Develop and drive adoption of machine learning risk models
- Manage stakeholders engagement
- Partners Business and other Risk departments to develop and implement models and strategies
- Engages Regulators, Auditors, and Validators to ensure models are compliant with internal governance and regulatory requirements
- Up to date knowledge of industry trend in credit modelling to guide management of models developed with traditional and machine learning techniques
- Provide leadership on the use of analytics in credit risk management
- Experience in project management to prioritise and deliver modeling projects within timeline
- Degree in numerate subject (e.g. Mathematics, Statistics, Engineering)
- CFA or FRM would be an advantage
- Excellent in any model development technique would be an advantage
- Quantitative modelling skills
- Excellent oral and written communication skills in English
- Good presentation skills
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Job Detail
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Job IdJD962578
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationMalaysia, Malaysia
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EducationNot mentioned