Job Description

Support development and monitoring of regulatory compliant credit risk models at RHB in Kuala Lumpur.

Your role

Responsibilities

  • Support Head, Retail Risk Modeling in risk modeling activities.
  • Assist in developing and maintaining credit risk models per Basel and MFRS requirements.
  • Develop ALM behavioral models for Interest Rate Risk in the Banking Book.
  • Create early warning models predicting customer arrears.
  • Prepare model development documentation for regulatory submission.
  • Generate model performance monitoring reports for management.
  • Conduct User Acceptance Tests to ensure model implementation.
  • Collaborate with stakeholders for model development and data analytics.

About you

Qualifications

  • Bachelor Degree in Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics, or Data Science.
  • CF...

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