Senior Manager, Modeller - Group Credit Management
AFFIN Group(1 month ago)
About this role
A Senior Credit Modeler at AFFIN specializes in developing and maintaining regulatory and accounting credit risk models, including IRB scorecards and MFRS9 models. The role focuses on ensuring model robustness, data integrity and governance while supporting implementation and guiding junior modellers. The position works closely with stakeholders across the bank to ensure models meet regulatory and business expectations.
Required Skills
- IRB Models
- Scorecards
- MFRS9
- PD Models
- EAD Models
- LGD Models
- Data Validation
- Model Development
- Model Monitoring
- Recalibration
+5 more
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