credit risk - senior specialist, model validator in Kuala Lumpur

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job details

posted
location
kuala lumpur, wilayah persekutuan
specialism
banking & financial services
job type
permanent
working hours
Full-Time
salary
rm 300,000 per year
reference number
91M0124813_1534994509
contact
mohd faez abdul rahim, randstad
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job description

About the company

One of the leading largest local banking group in Malaysia is currently looking for motivated, agile and abmbitious individuals to join us in building a first-class team to deliver excellence within a dynamic and results-oriented environment. We look for energy, deep passion and an unwavering drive to excel. We believe in diversity and creativity

About the Role

You will be responsible for providing guidance to business when it comes to advising and interpreting policies and controls related to Credit Risk Model Validation. The employer is looking for a Credit Risk Professional, mainly focused on Model Validation. You will be reporting straight to the Head of Department

Duties

- You will be leading a team of model validators and provide training and guidance in this highly technical area

- You will be performing validation on credit risk model in line with best practise standards

- You will be extracting data electronically from databases or to write specifications for data to be extracted by the IT team

- You will be employing statistical modelling methodology on the set of data and produce outcomes to be analysed from statistical and business perspective

-You will be working closely with model developers and provide feedback and value added advice on the models prior to presentation for approval to the management

- You will be leading the discussions with Regulators and obtain their buy in

- You will be conducting occasional briefing sessions to external parties on validation related matters

Skills & Experience

- Possesses a quantitative qualifications with at least a Degree (or its equivalent) preferably in Statistic, Mathematics, Accounting, Finance, Banking, Economics or other related/suitable quantitative discipline from recognize university

- 7 years of working experience in similar function or modelling related functions

- Candidate is expected to be inclined with familiarity with statistical modelling techniques employed in modelling such as logistic regression analysis and co-relation analysis

- Familiar with credit risk models used by the banks such as Application and Behaviour scorecards for business use as well as capital models namely Probability of Default (PD), Exposure at Default (EAD) and Loss Given Default
(LGD)

- Familiar with various Excel mathematical and data manipulation functions.

-Has experience in data analysis and data manipulations using SAS software. Familiar with various database structures and able to work with technical persons on data extraction.

-Exposure to the various types of portfolios managed by the banking group and experience in business/corporate loan origination and credit processing is an added advantage.

Culture And Benefits

- People enjoy working in this business because the company practise a vibrant & energetic office culture

- The company supports a fun yet balanced working environment

- The company is a fair work-life balance which give our employee an oppurtunities for enhanced learning and our core business activities is improving others' lives through our work and services

- Have a creative and innovative corporate culture that help our employees thrive - we work hard and play hard!

How to Apply

To apply online, please click on the appropriate link. Alternatively, please contact Faez Rahim at faez.rahim@randstad.com.my or call at 03-2036 7560 quoting Ref No.91M0124813



skills

SAS

qualification

- Degree (or its equivalent) preferably in Statistic, Mathematics, Accounting, Finance, Banking, Economics or other related/suitable quantitative discipline from recognize university

educational requirements

Bachelor Degree