Jobs
>
Kuala Lumpur

    Credit Modeller - Malaysia, Kuala Lumpur - AFFIN Group

    Default job background
    Full time
    Description

    Create the future with Affin You too can make a difference.
    We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.

    JOB PURPOSE Lead person responsible in matters relating to credit models of the bank, which involves development of credit models, calibration of models, monitoring of model performance, resolving model issues, supporting model users and escalating model issues to the management when necessary. KEY RESPONSIBILITIES Responsible in developing credit models, and the key person responsible to review model development methodologies when external consultant is assigned for model development. This includes A-Score, B-Score, PD, EAD and LGD models and MFRS 9 models for Retail and Non-Retail products. Setting up and maintaining policies/guidelines on credit model related matters. Monitoring of credit models and scorecards performance and reporting them to management in a consistent and timely manner. Enhance and calibrate existing models when applicable as it is important that the scorecards perform as expected for business decisions. Ensuring all models and scorecards implementation into system are tested and verified before going live. Involvement in MFRS9 project, and future modelling projects - ensuring modelling methodologies are acceptable, validating vendor's work and involved in implementation UAT from model aspects. Supporting business unit/model users on credit model related matters, and raising issues concerning models to the management for further actions. Resolving model validation findings within a stipulated timeframe. Getting management and board approvals on credit model matters, including new model development, calibration, enhancements and validation resolutions. Enhancing models/scorecards systems when applicable. SKILLS/KNOWLEDGE Statistical background, preferably with at least 7 years' experience in analytics or modelling BASEL 2 models. Proficient in Excel and SAS EG or SAS Base, or has had exposure in other analytical tools and willing to learn SAS programming. Managing and guiding subordinates.


  • Sloane Shorey Consulting Kuala Lumpur, Malaysia

    **Duties**: · - Develop, implement, maintain credit risk models supporting retail/consumer and SME lending · - Models may include credit risk scorecards, internal rating models, IFRS 9 expected credit loss (ECL) models, credit stress testing models, economic capital models. · - D ...

  • Monroe Consulting Group

    Credit Score Modeller

    16 hours ago


    Monroe Consulting Group Selangor, Malaysia

    **Credit Score Modeller**: · - **Sector**: Monroe Professional Services · - **Contact**: Sebastian Freeland · - **Client**: Monroe Consulting Group · - **Location**: Selangor · - **Salary**: Negotiable · - **Expiry Date**: 18 August 2023 · - **Job Ref**: BBBH422549_ · Executive ...


  • AFFIN Group Malaysia, Kuala Lumpur Full time

    Job purpose: · Lead person responsible in matters relating to credit models of the bank, which involves development of credit models, calibration of models, monitoring of model performance, resolving model issues, supporting model users and escalating model issues to the manageme ...


  • Public Bank Malaysia, Kuala Lumpur Full time

    Develop/support the recalibration and refinement of MFRS9 impairment models for retail and non-retail portfolios which are in line with the requirements of the accounting standards · Work closely with Business Units to prepare/review data and business requirements for model deve ...


  • CompAsia Malaysia, Selangor Full time

    Be Our Senior Manager, Credit Risk Modeler · As CompAsia's Senior Manager, Credit Risk Modeler, you will work hand in hand with the Group Head of Device Financing. This role is pivotal in revamping CompAsia's credit engine, implementing significant improvements utilizing both sta ...


  • Hong Leong Bank Kuala Lumpur, Malaysia

    If you are looking to excel and make a difference, take a closer look at us · Locantion: Phnom Penh, Cambodia · **Responsibilities**: · Credit Risk and Credit Models Validation · - Monitor and track the bank credit risk exposure such as Non Performing Loan ("NPL"), Counterparty C ...


  • RHB Banking Group Kuala Lumpur, Malaysia

    Working Hour · - Regular Hours · - Monday - Friday- Business Area · - Risk & Credit Management- Location · - Malaysia - Kuala Lumpur- Description · **Primary Objective**: · Independently validate RHB Banking Group's models, rating systems and the estimation of risk components on ...

  • RHB Banking Group

    Rsk Mdlng

    1 week ago


    RHB Banking Group Kuala Lumpur, Malaysia

    Working Hour · - Regular Hours · - Monday - Friday- Business Area · - Risk & Credit Management- Location · - Malaysia - Kuala Lumpur- Description · **Primary Objective**: · **Key Responsibilities**: · Support Head, Retail Risk Modeling in relation to the respective area's risk mo ...


  • Optimum Solutions (Singapore) Pte Ltd Kuala Lumpur, Malaysia

    The manager role is expected to lead and execute data-driven solutions for banks and non-banks on retail and SME loan portfolios, using a consultancy approach to deliver tailored solutions to our clients. · ** Key Responsibilities**: · - Lead and manage a small team of data analy ...

  • RHB Banking Group

    Risk Modeling

    5 days ago


    RHB Banking Group Kuala Lumpur, Malaysia

    Working Hour · - Regular Hours · - Monday - Friday- Business Area · - Risk & Credit Management- Location · - Malaysia - Kuala Lumpur- Description · Support Head, Corporate Risk Modeling & Data Science in relation to the respective area's risk modeling activities. · **Technical Ex ...

  • RHB Banking Group

    Risk Modeling

    1 week ago


    RHB Banking Group Kuala Lumpur, Malaysia

    Working Hour · - Regular Hours · - Monday - Friday- Business Area · - Risk & Credit Management- Location · - Malaysia - Kuala Lumpur- Description · **Key Responsibilities**: · Support Head, Corporate Risk Modeling & Data Science in relation to the respective area's risk modeling ...


  • Standard Chartered Kuala Lumpur, Malaysia

    **Job***: Governance, Risk Management & Compliance · **Primary Location***: Asia-Malaysia-Bukit Jalil KL · **Schedule***: Full-time · **Employee Status***: Permanent · **Posting Date***: 27/Nov/2023, 10:50:54 PM · **Unposting Date***: Ongoing · **The Role Responsibilities** · - S ...


  • Standard Chartered Kuala Lumpur, Malaysia

    **Job***: Governance, Risk Management & Compliance · **Primary Location***: Asia-Malaysia-Bukit Jalil KL · **Schedule***: Full-time · **Employee Status***: Permanent · **Posting Date***: 31/Aug/2023, 2:53:00 AM · **Unposting Date***: Ongoing · **The Role Responsibilities** · - Su ...


  • Standard Chartered Kuala Lumpur, Malaysia

    **Job***: Governance, Risk Management & Compliance · **Primary Location***: Asia-Malaysia-Bukit Jalil KL · **Schedule***: Full-time · **Employee Status***: Permanent · **Posting Date***: 27/Nov/2023, 9:38:55 PM · **Unposting Date***: Ongoing · **The Role Responsibilities** · - Su ...

  • Junzo Sdn Bhd

    SAP Sd, Le

    5 days ago


    Junzo Sdn Bhd Kuala Lumpur, Malaysia

    Strong experience in configuring Master Data, Document Types (Sales Order Types, Delivery Documents, Billing Documents, Credit and debit memo, etc.) including special order types (Third Party Processing, Consignment Processing, Inter-Company Billing and Inter-company stock transf ...

  • Hong Leong Bank

    Graduate Trainee

    1 week ago


    Hong Leong Bank Kuala Lumpur, Malaysia

    If you are looking to excel and make a difference, take a closer look at us · - Program Framework_ · The Global Markets Risk Graduate Trainee will gain concentrated exposure in either one of the Global Markets Risk department (Risk Control / Credit Risk), along with coaching and ...


  • Standard Chartered Kuala Lumpur, Malaysia

    **Job***: Governance, Risk Management & Compliance · **Primary Location***: Asia-Malaysia-Bukit Jalil KL · **Schedule***: Full-time · **Employee Status***: Permanent · **Posting Date***: 04/Aug/2023, 12:44:31 AM · **Unposting Date***: Ongoing · **Role Responsibilities** · The job ...


  • Standard Chartered Kuala Lumpur, Malaysia

    **Job***: Governance, Risk Management & Compliance · **Primary Location***: Asia-Malaysia-Bukit Jalil KL · **Schedule***: Full-time · **Employee Status***: Permanent · **Posting Date***: 10/Aug/2023, 1:14:18 AM · **Unposting Date***: Ongoing · **Role Responsibilities** · The job ...


  • Standard Chartered Kuala Lumpur, Malaysia

    **Job***: Governance, Risk Management & Compliance · **Primary Location***: Asia-Malaysia-Bukit Jalil KL · **Schedule***: Full-time · **Employee Status***: Permanent · **Posting Date***: 22/Jan/2024, 12:51:41 AM · **Unposting Date***: Ongoing · **Role Responsibilities** · The job ...


  • Hong Leong Bank Kuala Lumpur, Malaysia

    If you are looking to excel and make a difference, take a closer look at us · Job Responsibilities · Business Application Support- Loan Origination System (LOS)- Customer Relationship Profitability Model (CRPM)- Loan Credit Application (SCLAS)2) Support function includes: · - use ...