Retail IRB Modelling Associate I SEA – Malaysia Based recruitment
Job Description:• Develop consumer models for Basel II regulatory compliance through Advanced Internal Ratings Based (AIRB) approach• Estimate risk parameters – Probability of Default(PD) , Exposure At Default(EAD) and Loss Given Default(LGD) for calculating risk-weighted assets and minimum capital requirements• Support business on all risk related reporting and queries; including assessment and approval of all new model developments and/or changes to existing models and related risk data and infrastructureQualifications Skills:• At least 2 years of working experience in building Read more […]
July 10, 2012
• Tags: Malaysia based recruitment, Retail IRB Modelling Associate I SEA, Risk Management careers in the Malaysia • Posted in: Financial • Comments Off on Retail IRB Modelling Associate I SEA – Malaysia Based recruitment