Rsk Mdlng & Data Scnc Spclst
Kuala Lumpur, Malaysia
Job Description
b'
Working Hour Regular Hours
Monday - Friday
Business Area Risk & Credit Management
Location Malaysia - Kuala Lumpur
Description
Support development and the monitoring of the industry leading regulatory compliant credit risk models, also internal models for early warning as well as behavioral models for Asset Liability Management (ALM) for effective risk management and decision making in the Bank on the designated subject area.
Support Head, Retail Risk Modeling in relation to the respective area\xe2\x80\x99s risk modeling activities. Technical Expertise:
- Assist to develop and maintain industry leading credit risk models in accordance to Basel and MFRS requirements.
- Assist to develop Asset Liability Management (ALM) behavioral model to identify the behavior of deposits and loans for application in Interest Rate Risk in the Banking Book (IRRBB)/Rate of Return Risk in the Banking Book (RORBB).
- Assist to develop early warning model which predicts the likelihood of a customer moving from performing to arrears.
- Assist in preparing clear and thorough model development documentation for regulatory submission and approval.
- Assist in preparing model performance monitoring report for timely reporting to the management committee, the monitoring report served to provide insights to ensure correct use of model and enable critical decision making related to model recalibration or refinement.
- Prepare test script, test cases and perform User Acceptance Test to ensure model is implemented as per expected.
- Socialize with stakeholder including internal and business expert to gather business insight in the respective area of model development and data analytics.as well as to ensure the model is implemented as per expected.
Requirements
Bachelor Degree - Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics, Data Science.
- CFA, FRM
- Good understanding on the respective area\xe2\x80\x99s business products and operations.
- Good analytical skills.
- Good statistical modeling knowledge.
- Good understanding of relational databases and data models.
Benefits
Dental, Education support, Miscellaneous allowance, Medical, Loans, Sports (e.g. Gym), Parking, Vision, Regular hours, Mondays - Fridays, Casual Business Wear, Performance Based Rewards
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 IdJD922409
-
IndustryNot mentioned
-
Total Positions1
-
Job Type:Full Time
-
Salary:Not mentioned
-
Employment StatusPermanent
-
Job LocationKuala Lumpur, Malaysia
-
EducationNot mentioned