Job Description

As a Credit Risk Modeler in the Risk Management and Finance Department, your primary role would be to develop and implement credit risk models to assess and manage the credit risk exposure of the organization. Credit Risk Modeler will play a crucial part in helping the organization make informed decisions regarding credit exposures, manage risks effectively, and maintain a healthy and profitable credit portfolio.

• 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

Global MNC|Work life balance & full flexibility

• 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.

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.

• Employee financial and physical well-being
• Flexible work arrangements and policies
• Learning and development opportunities
• Team bonding budget and initiatives

Michael Page