Epicareer Might not Working Properly
Learn More

Senior/Assistant Manager, Risk Modelling

  • Full Time, onsite
  • RHB Banking Group
  • Wilayah Persekutuan Kuala Lumpur, Malaysia
Salary undisclosed

Apply on


Original
Simplified

Key Responsibilities:

  • Risk Modeling & Development: Collaborate with the Head of Corporate Risk Modeling to build and maintain industry-leading credit risk models complying with Basel and MFRS. Additionally, contribute to developing an ALM behavioral-based model for managing key risk ratios.
  • Compliance & Documentation: Assist in preparing comprehensive model development documentation for regulatory submission and approval. Conduct User Acceptance Testing to ensure models function as intended.
  • Performance Monitoring & Improvement: Generate model performance reports for management, analyze usage, and suggest updates based on insights. Continuously enhance model validation methodologies and techniques.
  • Qualitative Validation: Review rating system processes, oversight, and controls to ensure proper application of quantitative methods. Assess model design documentation, data quality, governance, and internal rating usage.
  • Quantitative Validation: Analyze model development evidence, outcome analysis, and back-testing data. Participate in independent validation of new/recalibrated models before implementation. Track and report progress on outstanding issues related to validated models.

Requirements:

  • Education: Bachelor's degree (CS/IT, Math, or equivalent) or higher.
  • Experience: 3-5 years in a related field, preferably Senior Level in Banking/Finance. Minimum 3-5 years of credit experience (risk management, model development, or validation) required.
  • Business Knowledge: Good understanding of the relevant area's business products and operations. Preferably skilled in MFRS Retail, Basel II IRB and IFRS 9 Models.
  • Technical Skills: Strong analytical and statistical modeling skills. Knowledge of relational databases, data models, and data handling/modeling programming. Preferably skilled in SAS.
  • Communication: Good communication and writing skills.

**Only shortlisted candidate will be notified**