Credit Risk Modeler

• Develop and monitor credit risk / MFRS9 models to be fit for purpose and meet the Bank’s internal standard / BNM Basel II requirements / MFRS9
• Work closely with Business Units to deploy the credit risk / MFRS9 models to ensure the model is effectively used for which it is designed for
• Review the monitoring results and propose enhancements/recommendations for model improvement / calibration / re-development to meet required standards
• Maintain clear and thorough documentation of all credit risk models and ensure model risk governance and processes are being followed
• Close model findings as identified by independent model validators
• Maintain the credit risk modeling database to ensure data is adequate to continuously support future model development and on-going model monitoring reports

Requirements

• A recognised degree in statistics / mathematics, financial engineering or other related quantitative discipline with at least 5 years of related working experience, preferably in retail scorecard/model development and validation, credit operations and/or credit risk management
• Possess aptitude for technical / system work with excellent analytical, problem solving, quantitative and decision making skills
• Experience in Base SAS programming language and data analytics using SAS software
• Good communication and interpersonal skills
• Familiarity with statistical techniques/tools and good working knowledge of MFRS9 standards and guidelines on Basel II Advanced Internal Rating-Based Approach will be an added advantage

Why Join Us?

• We offer exciting possibilities and doors of opportunities will be opened to high performing individuals.
• Our employees are the fundamental building block of the Bank's resilience and long term sustainability. We are therefore committed to nurturing, developing and empowering our talents to ensure that each of them will grow to their greatest potential along side the Bank.
• We hire the most talented people from diverse backgrounds. We value diversity as the wealth of experience and perspectives strengthens our ability to connect with a wide cross-section of customers and build a richer environment for creativity and innovation.

What You Can Get

Our integrated suite of wellbeing programmes designed to enhance the employees’ quality of life and welfare include the provision of:

To encourage employees to strive for career progression, we accord other defined benefits and perks to employees as they progress up the corporate ladder to assume bigger roles and responsibility.