Vice President, Risk Retail Modelling My

Malaysia, Malaysia

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Perform models development and ensure continued compliance with Basel requirements
Develop Basel models for retail portfolios
Calibrate Basel risk parameters
Strategise model deployment to optimize Basel asset class treatment
Develop and drive adoption of machine learning risk models
Manage stakeholders engagement
Partner with Business and other Risk departments to develop and implement models and strategies
Engage Regulators, Auditors, and Validators to ensure models are compliant with internal governance and regulatory requirements
Provide training and awareness on the use of analytics in credit risk management
Other duties assigned by the Management from time to time

Requirement:

Degree in mathematical/ analytics studies (e.g. Mathematics, Statistics, Engineering)
CFA or FRM would be an advantage
Possess more than 5 years experience in the related field.
Up to date knowledge of industry trend in credit modelling to guide management of models developed with traditional and machine learning techniques
Experience in project management to prioritise and deliver modeling projects within timeline
Quantitative modelling skills
Good presentation skill.

Only shortlisted candidates will be notified.

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