AFFIN Group

Credit Modelling, Group Credit Management

AFFIN Group(2 months ago)

TRX, Kuala Lumpur, MalaysiaOnsiteFull TimeManager$88,516 - $117,955 (estimated)Risk Management
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About this role

Lead role responsible for the bank’s credit modelling portfolio, serving as the primary owner of model governance, validation and lifecycle for retail and non-retail products. The position ensures modelling approaches align with regulatory and accounting standards and liaises with internal stakeholders and external vendors for model implementation. The role also provides leadership and oversight for the modelling team.

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Required Skills

  • Statistical Analysis
  • Credit Modeling
  • Basel II
  • Model Calibration
  • Model Validation
  • SAS
  • Excel
  • MFRS9
  • Stakeholder Management
  • Team Leadership

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