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 Read more […]
Model development – Entry Level Quant Position recruitment
The role affords the new team member opportunities to gain cross-asset experience in a wide range of business areas and its product and models, while contributing to the model development and model support effort for business specific as well as bank-wide models. Core Responsibilities: • Develop models and implement them in software for pricing and risk managing derivatives • Develop pricing and calibration tools • Benchmark and compare results of various techniques • Implement products using pricing engines and models • Explain model behaviour and predictions to traders, identify Read more […]