Senior Manager Financial Risk Management (credit Modeller)

Kuala Lumpur, Malaysia

Job Description

Line of Service Assurance

Industry/Sector Not Applicable

Specialism Business Recovery Services

Management Level Senior Manager

& Summary As part of the Financial Risk Management Team, you will help financial institutions to
deal with the array of risks, which they encounter, such as credit, market, operational,
liquidity risk and management of its economic capital (ICAAP).
Besides that, we also provide Basel II & III related services, and offer finance and
treasury management services not only to financial institutions but also to commercial
corporation with substantial activities in that area.
As part of the Financial Risk Management Team, you will help financial institutions to
deal with the array of risks, which they encounter, such as credit, market, operational,
liquidity risk and management of its economic capital (ICAAP).
Besides that, we also provide Basel II & III related services, and offer finance and
treasury management services not only to financial institutions but also to commercial
corporation with substantial activities in that area.

Responsibilities

As a Senior Manager, you'll work as part of a team of problem solvers with extensive consulting and industry experience, helping our clients solve their complex business issues from strategy to execution. Specific responsibilities include but are not limited to:

  • Proactively assist in the management of a portfolio of clients in business development activities to help identify and research opportunities on new/existing clients
  • Manage end-to-end delivery of highly technical and complex credit modelling, capital provisioning and methodology projects
  • Develop and validate credit risk models/ assessment tools, and capital modelling of PD, LGD and EAD for wholesale/ retail portfolios across the credit life cycle
  • Perform analysis of outputs and communicate effectively with other team members and clients
  • Perform detailed review and testing of clients' IFRS 9 models
  • Lead advisory engagements to assist with development/enhancement or validation of IFRS 9 models
  • Deliver the solutions on a statistical IT platform, using software such as SAS (or other similar programming software), and other analytics techniques
Key responsibilities:
  • Work effectively as the team leader to manage project deliverables and maintain client relationship
  • Mentor and coach junior team members to help them be high performing individuals
  • Build valuable relationships with external clients and internal peers
  • Stay abreast of innovative client insights and support the Partner to perform business development
Skills and attributes:
  • Strong educational background in a related field e.g. Accounting & Finance, Economics etc.
  • Strong analytical and problem-solving skills
  • Advanced written and verbal communication skills
  • Strong drive to excel professionally, and to guide and motivate others
  • Dedicated, innovative, resourceful with experience working in a team-oriented environment under fast-paced environments.
  • Skilled in Excel and VBA.
  • Relevant experience in any of the following areas:
1.Capital Management (Basel II / III, ICAAP)

2.Stress Testing

3.Model Development & Validation - (Basel II / III, ICAAP, Stress Testing)

4.Risk Management implementation & review (governance,framework, policies, measurement etc.)
  • Professional certifications (or currently undergoing) in FRM and CFA will be added advantage
  • Familiarity with Python and R programming language will be added advantage
Education (if blank, degree and/or field of study not specified) Degrees/Field of Study required: Bachelor Degree

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Optional Skills

Desired Languages (If blank, desired languages not specified) English

Travel Requirements Up to 60%

Available for Work Visa Sponsorship? No

Government Clearance Required? No

Job Posting End Date

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Job Detail

  • Job Id
    JD868841
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Kuala Lumpur, Malaysia
  • Education
    Not mentioned