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Financial Risk Modeller at Ryt Bank - ApplyBlast

Financial Risk Modeller

Ryt Bank

3 months ago

Kuala Lumpur, Malaysia

Onsite

Full Time

Senior

0 applicants

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About this role

A Financial Risk Modeller at a pioneering Malaysian digital bank designs and builds quantitative models for credit, liquidity, and capital risk management. The role involves developing frameworks for Internal Capital Adequacy Assessment Processes (ICAAP), MFRS 9 provisioning, and behavioral liquidity stress testing. This high-impact individual contributor works closely with senior risk leaders and Finance to ensure models are robust, well-documented, and regulatory-ready.

Responsibilities

Design and build quantitative models for ICAAP and capital projections
Develop behavioral models for deposit books and liquidity stress scenarios
Estimate credit risk parameters including PD, LGD, and EAD for MFRS 9
Produce comprehensive model documentation aligned with regulatory standards
Perform model back-testing and sensitivity analysis for risk management

Skills

Qualifications

FRMCFA

About Ryt Bank

rytbank.my

Headquarters

Kuala Lumpur, Kuala Lumpur, Malaysia

Company Size

51-200 employees

View Profile

Ryt Bank is a next-generation AI-powered digital bank led by YTL Digital Capital Sdn Bhd, and Sea Limited, two of Southeast Asia’s most successful companies. Ryt Bank is committed to transforming the banking landscape in Malaysia by offering innovative products through technology to empower customers and make banking simple and convenient - one that is as innovative as it is inclusive.