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SM, Credit Models – Model Monitoring

Job Title: SM, Credit Models – Model Monitoring
Contract Type: Permanent
Location: Kuala Lumpur
Industry:
Salary: RM7,000 - RM10,000
Contact Name: Santinee Balakrishnan
Contact Email: santinee.balakrishnan@ellwoodconsulting.com.my
Job Published: September 30, 2016 13:08

Job Description

About the Client

The Client is a Financial Institution and one of the largest banking groups in Malaysia. Also a Public listed company on the Main Board of Bursa Malaysia, the organization has subsidiaries offering a range of products and services. The organization believes in dynamic development as an integral factor within its culture and is great place to explore in enhancing career aspirations.

 

About the Role

The role will monitor model performance, assess result and make recommendations for improvement of model.

 

Your responsibilities

  • Monitor model performance based on agreed monitoring framework on a timely basis.
  • Discuss monitoring results, highlight issues and propose action plans or make recommendations to Unit Head for model improvement / tweaking / re-development if model performance deteriorates to a level that triggers such recommendations.
  • Automate report generation for a more timely and efficient reporting.
  • Work on model performance issues/gaps as identified by independent model validators, BNM and internal/external auditors.

 

You will have

  • At least 5-7 years of working experience in credit risk model development/monitoring with strong knowledge of Basel II AIRB requirements relating to internal models.
  • Good Banking knowledge and credit risk management. 
  • Strong in modeling methodologies and hands-on experience in model development/monitoring.
  • Strong analytics and communication skills. 
  • Computer literate.
  • Programing experience in SAS, SQL, C++ or any relevant language.
  • Problem solving and structured analysis skills.
  • Project management skills.
  • Team player.