Credit Risk Modeler

Details of the offer

Compliance & Risk (Banking & Financial Services)Full timeDevelop and monitor credit risk / MFRS9 models to be fit for purpose and meet the Bank's internal standard / BNM Basel II requirements / MFRS9.Work closely with Business Units to deploy the credit risk / MFRS9 models to ensure the model is effectively used for which it is designed.Review the monitoring results and propose enhancements/recommendations for model improvement / calibration / re-development to meet required standards.Maintain clear and thorough documentation of all credit risk models and ensure model risk governance and processes are being followed.Close model findings as identified by independent model validators.Maintain the credit risk modeling database to ensure data is adequate to continuously support future model development and on-going model monitoring reports.RequirementsA 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.Possess aptitude for technical / system work with excellent analytical, problem solving, quantitative and decision making skills.Experience in Base SAS programming language and data analytics using SAS software.Good communication and interpersonal skills.Familiarity with statistical techniques/tools and good working knowledge of MFRS9 standards and guidelines on Basel II Advanced Internal Rating-Based Approach will be an added advantage.Why Join Us?We offer exciting possibilities and doors of opportunities will be opened to high performing individuals.Our employees are the fundamental building block of the Bank's resilience and long term sustainability. We are therefore committed to nurturing, developing and empowering our talents to ensure that each of them will grow to their greatest potential alongside the Bank.We hire the most talented people from diverse backgrounds. We value diversity as the wealth of experience and perspectives strengthens our ability to connect with a wide cross-section of customers and build a richer environment for creativity and innovation.What You Can GetOur integrated suite of wellbeing programmes designed to enhance the employees' quality of life and welfare include the provision of:Fair and competitive remuneration.Low interest/interest free staff housing loans/vehicle loans/special loans.Attractive annual leave scheme, extended maternity leave, sabbatical leave, examination leave etc.Insurance coverage and attractive retirement schemes.Performance-based reward system.Opportunities for career advancement based on merit.To encourage employees to strive for career progression, we accord other defined benefits and perks to employees as they progress up the corporate ladder to assume bigger roles and responsibility.Your application will include the following questions:What's your expected monthly basic salary?Public Bank began its journey in 1966 and has grown into a premier banking group in Malaysia, offering a comprehensive and competitive range of products and services; with overseas market presence in Cambodia, Vietnam, Laos, Hong Kong, China and Sri Lanka.As one of the most Efficient, Profitable and Respected Premier Financial Institutions in Malaysia, we remain a market leader in several major business segments, including consumer banking, retail commercial banking for small and medium enterprises (SME) as well as private unit trust.To ensure our passion to deliver the best is shared by all employees, we nurture and energise them to partake in our game plans to perpetuate the Public Bank Success Story.#J-18808-Ljbffr


Nominal Salary: To be agreed

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