Credit Risk Modeler, Risk Management Division

  • Competitive
  • Kuala Lumpur, Malaysia
  • Permanent, Full time
  • Public Bank Berhad
  • 26 Sep 16

Credit Risk Modeler, Risk Management Division

Job Description:

  • Participate in retail scorecard/model validation and development, implementation and performance monitoring by providing guidance and solutions
  • Maintain clear and thorough documentation of all scorecards/models and ensure model risk governance and processes are being followed
  • Maintain the credit risk modeling database to ensure data is adequate to continuously support future model development and on-going scorecard monitoring reports
  • Liaise with business users on scorecard/model related matters
  • Support the refinement of the existing models to improve the performance based on statistical techniques/measurements
  • Manage and provide technical guidance to a team of analysts to ensure timely completion of assignments

Requirements:

  • A recognised degree in statistics/mathematics, financial engineering or other related quantitative discipline with at least 5 years of related working experience, preferably in retail scorecard/model development and validation, credit operations and/or credit risk management
  • Excellent analytical, problem solving, quantitative and decision making skills
  • Familiarity in employing the relevant statistical techniques and tools, knowledge in SAS will be added advantage
  • Good communication and interpersonal skills
  • Strong project management skills and possess aptitude for technical/system work
  • Good working knowledge of the guidelines on Basel II Advanced Internal Rating-Based Approach would be an advantage