Senior Specialist, Risk Modelling & Data Science

Details of the offer

Senior Specialist, Risk Modelling & Data ScienceLocation: Petaling Jaya (First Avenue)
Time Type: Full time
Posted on: 8 Days Ago
End Date to Apply: March 31, 2025 (30+ days left to apply)
Get to know our GX Bank Team:
GX Bank Berhad - the Grab-led Digital Bank - is the FIRST digital bank in Malaysia, approved by BNM to commence operations. We aim to leverage technology and innovation to serve the financial needs of the unserved and underserved individuals, and micro and small medium enterprises.
We are driven by our shared purpose and passion to bring positive transformation to the banking industry, starting with solutions that address the financial struggles of Malaysians and businesses.
Get To Know The RoleTo develop and implement risk modelling framework and portfolio analytics tools to manage MSME credit exposures within Digibank.
Roles & ResponsibilitiesDevelop MSME/ SME risk scorecards and models for non-retail portfolios in accordance with Basel requirements using traditional and AI/ ML modelling approach.
Design, develop, and maintain interactive dashboards to provide real-time insights for the management team.
Calibrate risk parameters and optimise scorecard cut-offs to achieve sound risk management.
Conduct scorecard annual review and portfolio stress testing.
Develop and maintain a comprehensive risk database and perform in-depth risk analysis.
Support development and maintenance of analytics and business intelligence tools for risk management purposes.
Support development of expected credit loss models to address IFRS9 requirements.
Synchronize with group-wide frameworks, processes (including modeling), tools and reporting which support the desired outcomes for risk modeling and capital optimization.
The Must HavesPassionate in Data which includes ETL, analyse, and interpret data patterns within a complex data environment.
Well versed in credit modeling and/ or data science techniques (AI/ ML models) which includes hands-on model development and implementation.
Highly proficient in coding (Python/ SQL etc); experienced in AWS Cloud technology would be added advantage.
At least 5 years of experience in data science/ risk management/ business analytics/ data engineer.
Self-motivated, passionate and analytical.
Degree or Master's degree in Data Science, Banking/Finance/Mathematics, Statistics or Engineering.
CFA / FRM / BRM / Chartered Banker would be added advantage.#J-18808-Ljbffr


Nominal Salary: To be agreed

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