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Manager, Modeller - Group Credit Management
AFFIN GroupKuala Lumpur, Kuala Lumpur, Malaysia30+ days ago
Job descriptionMore than 5 years experience in developing and maintaining IRB models, scorecards and MFRS9 models including PD, EAD and LGD models. Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing. Mid-Senior level Full-time Design, Art / Creative, and Information Technology Banking
Manager, Modeller - Group Credit Management
AFFIN Group WP. Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia
Responsibilities
- Involved in data extraction and data quality check for model related purposes.
- Involved in model development and monitoring, and preparing technical documentation.
- Attending to model validation / audit observations.
- Attending to model users on model related matters.
- Involve in system enhancements that relate to scorecards / models or STP / business rules.
- Assisting team lead on model related matters.
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Manager Credit Group • Kuala Lumpur, Kuala Lumpur, Malaysia
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