VP, Credit Risk Modelling
Location Kuala LumpurFULL_TIME
Consultant Jaecent Lei
Date posted 05 November 2018 2018-11-052019-01-04 banking Menara 3 Petronas Persiaran KLCC Kuala Lumpur 50088 Robert Walters https://www.robertwalters.com.my
An attractive VP, Credit Risk Modelling position has just arisen at a foreign bank based in Kuala Lumpur. This is a role for a high-performing professional who is seeking new opportunities to progress in his or her career.
About the VP, Credit Risk Modelling Role:
This is a great opportunity for a VP, Credit Risk Modelling to manage a team of analysts to develop, implement and maintain quantitative models / scorecards and systems to assess the default likelihood, recovery expectations and volatility for different segments of the Bank’s retail portfolios.
- Develop, implement and maintain credit rating models and scorecards for the measurement and management of credit risk of the Bank’s retail portfolios
- Develop in-depth knowledge and expertise in rating methodologies; monitor, back test and report performance of the models
- Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments
- Work closely with independent model validators to ensure adherence to the governance framework and validation standards for model deployment and ensure timely closure of validation issues
- Engage with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting, provisioning and capital assessment
To succeed in the VP, Credit Risk Modelling role, you will need to have the ability to work effectively and cooperatively with stakeholders of various levels, across borders and internal matrix.
- Good university Bachelor's degree in a quantitative disciplines such as mathematics, statistics, financial engineering etc
- At least six years’ experience in the development of quantitative credit risk models / scorecards for retail portfolios
- Excellent analytical skills with strong statistical and risk modelling skills and knowledge in SAS / SQL
This foreign bank has been one of the leaders in the industry for years and promotes from within - career progression opportunities are outstanding.
If you are a talented and focused compliance professional seeking the right opportunity to take your career forward, this VP, Credit Risk Modelling job is the role for you.
Apply today to discuss this new opportunity.
Agensi Pekerjaan Robert Walters Sdn Bhd
(formerly known as Robert Walters Sdn Bhd)
Business Registration Number : 729828-T
Licence Number : JTK2125