Specialist, Model Development, Group Risk Innovation recruitment
You will develop, communicate and maintain a sound and robust Credit Risk Measurement methodology/framework for Maybank Group’s portfolios. You will drive good asset quality and right return from borrowers while ensuring compliance with BNM Basel II requirements. You willl also lead your team to develop reporting platform and produce tracking reports for portfolio management and model tracking.
You will facilitate interaction with regulators on scorecard acceptance, performance tracking and Basel II requirements as well as internal communication with RDMS team on models enhancements for RWA calculations. You will educate User Team on conceptual and correct utilization of the credit risk measurement tools.
Requirements:
• Minimum 6 years' relevant experience in banking, risk management, analytics, scorecard development, MIS and Data Warehouse
• Experience in credit evaluation and business processes
• Good understanding of statistical model development on corporate or retail portfolio, system implementation, data mining methodologies and processes
• Resourceful in acquiring and managing data to support business and analysis requirement
• Strong technical knowledge and ability to apply technical knowledge to practical situations. Familiar with spreadsheets, SAS and other Business Intelligence (BI) tools
• Possess good interpersonal and communication skills with a flair for writing
• Possess good organizational and time management skills
(Based in Kuala Lumpur)