Risk Modelling & Data Scientist Specialist

Apply for the Risk Modelling & Data Scientist Specialist role at RHB Banking Group .

Overview

Primary Objective : Support development and monitoring of regulatory compliant credit risk models, internal models for early warning, and behavioral models for Asset Liability Management (ALM) for effective risk management and decision making in the Bank on the designated subject area.

Responsibilities

• Assist to develop and maintain industry leading credit risk models in accordance with Basel and MFRS requirements.
• Assist to develop ALM behavioral model to identify the behavior of deposits and loans for application in IRRBB / RORBB.
• Assist to develop early warning model which predicts the likelihood of a customer moving from performing to arrears.
• Assist in preparing clear and thorough model development documentation for regulatory submission and approval.
• Assist in preparing model performance monitoring report for timely reporting to the management committee, to provide insights to ensure correct use of the model and enable critical decision making related to model recalibration or refinement.
• Prepare test scripts, test cases and perform User Acceptance Testing to ensure the model is implemented as expected.
• Collaborate with internal stakeholders and business experts to gather business insights in the model development and data analytics area and to ensure the model is implemented as expected.

Qualifications

Job Details

#J-18808-Ljbffr