AI-generated summary
beta
This job is about leading the creation of tools to assess credit risks for individuals and small businesses at a bank. You might like this job because it combines data science with finance, using AI to enhance decision-making and manage risks effectively.
Undisclosed
Petaling Jaya (First Avenue), Kuala Lumpur
Job Description
To develop and implement risk modelling framework and portfolio analytics tools to manage Retail and MSME credit exposures within the Bank. Develop Credit Risk scorecards and models for Retail and MSME portfolios in accordance with Basel requirements using traditional and AI / ML modelling approaches. Calibrate risk parameters and optimise scorecard cut-offs to achieve sound risk management. Conduct scorecard annual review and portfolio stress testing. Develop and maintain a comprehensive risk database, preparation of ECL reporting and perform in-depth risk analysis. Hands-on development of ECL model, i.e. PD, LGD and EAD models, in meeting MFRS9 requirements. Synchronise with group-wide frameworks, processes (including modelling), tools and reporting which support the desired outcomes for risk modelling and capital optimisation.
Job Requirements
Company Benefits
Scholarship program
Our Biasiswa program provides essential financial support, ensuring students have the resources to excel in their studies and pursue careers.
Where dreams take flight
We want to be that bridge to help every Malaysian achieve their financial dreams and career aspirations.
Professional growth
It all starts here - where we take your pocketful of dreams, and bring you closer to making it real.
Additional Info
Company Activity
Last active - few days ago
Experience Level
0 - 10 Years of Experience
Company Profile
