Analyst/ Specialist, Retail, Group Model Development, Group Risk

Job Responsibilities:

• To develop, maintain & monitor, enhance & refine, implement and communicate a sound and robust risk measurement methodologies / framework for entities across Maybank Group for Credit Risk.
• The risk models developed form the basis for development of Risk-based Pricing and Risk Adjusted Return on Capital (RAROC) for the Maybank Group.
• To provide services to the Management in relation to quantification, compliance, as well as policies and procedures in regards to model development.
• To provide training and guidance to the relevant parties in ensuring knowledge transfer in regards to model development activities.

Job Requirements:

• Professional qualification/ Doctorate/Masters/Honours Degree or its equivalent in Financial Engineering, Quantitative Finance, Actuarial Science, Applied Statistics, Financial Mathematics, Finance, Economics, or other related/suitable quantitative discipline from a rec...