Job Description

Malaysia

Job details Posted 23 February 2023 SalaryNegotiable LocationKuala Lumpur Job type Discipline Reference263521_1677118822

Consultant

Consultant, Banking & Financial Services

Featured

VP Wholesale Risk Model Analytics

Job description

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.

Requirements:

• 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.

How to Apply

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)

If this job isn\'t quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer MYR500 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply.

If this job isn\'t quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer MYR500 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply.

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VP Wholesale Risk Model Analytics

Kuala Lumpur Posted about 1 hour ago

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JTK Number: JTKSM 995

Company Registration Number: 201301019088 (1048918-T)

Malaysia

Ambition Group Malaysia, BO1-B-10, Boutique Offices 1 Menara 2, 3, Jalan Bangsar, KL Eco City

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