Risk Modeling - Kuala Lumpur, Malaysia - RHB Banking Group

RHB Banking Group

Verified Company

Kuala Lumpur, Malaysia

2 days ago

Posted by:

Siti Tan

beBee Recruiter

Description

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 activities.

Technical Expertise:

Assist to develop and maintain industry leading credit risk models in accordance to Basel and MFRS requirements.
Assist in preparing clear and thorough model development documentation for regulatory submission and approval.
Assist in preparing model performance monitoring report for timely reporting to the management committee, the monitoring report served to provide insights to ensure correct use of model and enable critical decision making related to model recalibration or refinement.
Prepare test script, test cases and perform User Acceptance Test to ensure model is implemented as per expected.
Socialize with stakeholder including internal and business expert to gather business insight in the respective area of model development and data analytics, as well as to ensure the model is implemented as per expected.
Requirements

Formal Education:

Statistics, Mathematics, Actuarial Science, Economics, Finance, financial mathematics, Data Science

Professional Accreditation:

CFA, FRM

Preferred level of Experience (by years/function/industry):
Minimum 1-2 years experiences or fresh graduate in good relevant qualifications.

Other skills required: