Avp, Credit Risk Modelling - Kuala Lumpur, Malaysia - Sloane Shorey Consulting

Description

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.
• Develop analytical solutions to support credit underwriting, customer selection, limit setting, early warning/problem recognition, and assessment of capital adequacy.
• Monitor and test model performance
• Partner with model validators to ensure models meet governance framework.

Profile:

• Degree in Quantitative/Financial discipline
• Risk certification well regarded (CFA, FRM or Master's in Financial Engineering)
• 57 years' experience of credit analysis / risk for consumer and/or SME lending
• Expertise in credit risk modelling methodologies
• Good understanding of Basel III and IFRS regulations.

Sloane | Shorey

Sloane Shorey Consulting is a specialist recruitment firm focusing on compliance, controls and risk management positions across Asia. We are a Ministry of Manpower Licensed Employment Agency (EA License 20S0307).