Vp Wholesale Risk Model Analytics
Kuala Lumpur, Malaysia
Job Description
Job details
Posted 20 April 2023
SalaryNegotiable
LocationKuala Lumpur
Job type Permanent
DisciplineBanking & Financial Services
Reference263521_1681970755
Responsibilities:
- Identify, develop and monitor wholesale models that meet Bank\'s internal policy and BNM Basel II FIRB/FRS standards.
- Involved in bank-wide projects in respect of model development and model recalibration for regulatory compliance and business driven initiatives.
- Develop together with vendors on model development and ensure internal model risk governance and processes are being followed.
- Develop a robust model monitoring framework and automate report generation for timely reporting.
- Address business, finance, risk managers, credit risk, model validation, internal audit, and banking supervisors for non-retail models related issues.
- Degree in Statistics, Mathematics or a related field.
- About 7 years of working experience in credit risk model development / management.
- Strong knowledge of Basel II IRB requirements relating to internal models.
- Strong in modeling methodologies and hands-on experience in model development.
- Ability to use statistical software e.g SAS & other application software e.g. Excel, Access, etc.
To apply, please click "APPLY NOW" or email Rebekah at Rebekah.Kok@ambition.com.my quoting reference number #263521 - VP Wholesale Risk Model Analytics. Data provided is for recruitment purposes only. *LI-IT
Due to the volume of applications received, we regret to inform you that only shortlisted candidates will be notified.
JTK Number: JTKSM 995 | Company Registration Number: 201301019088 (1048918)
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Job Detail
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Job IdJD938644
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationKuala Lumpur, Malaysia
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EducationNot mentioned