- Kuala Lumpur, Malaysia
- Permanent, Full time
- OCBC Bank (Malaysia) Berhad
- 27 Sep 16
- Develop, implement and maintain credit risk models for the measurement and management of credit risk for different segments of the Bank's portfolios.
- Develop and maintain user requirements, parameters and configurations of rating systems
- Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting and capital assessment
- Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis.
- At least 3 years of banking experience in credit risk management analytics with a keen interest in methodological aspects of credit risk. Direct involvement in the development or validation of credit risk rating models or scorecards for the Retail portfolio will be an advantage.
- Strong analytical, quantitative and computational skills (preferably in SAS or SQL)
- Good inter-personal, communication and presentation skills.
- Able to work independently as well as in a team