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
Job Requirements
  • 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
**Only shortlisted candidates will be notified

CIMB

Beware of fraud agents! do not pay money to get a job

MNCJobz.com will not be responsible for any payment made to a third-party. All Terms of Use are applicable.


Related Jobs

Job Detail

  • Job Id
    JD964890
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Malaysia, Malaysia
  • Education
    Not mentioned