Senior Executive, Data Modeller
Salary undisclosed
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- Assist with the development, implement and monitoring of FRS9 model in compliance with guidelines and BNM requirement, ensuring the model remains robust and responsive to various scenarios in line with the bank’s policy and risk appetite.
- To maintain and update manual adjustment and parameters files for monthly ECL computation, investigate and escalate to manager if abnormal trend observed, provide support in ensuring the accuracy of ECL computation.