Vice President, Modeller

Vice President, Modeller Create the future with Affin! You too can make a difference.

We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a sharedmitment to great work. You too can make a difference.

• More than 10 years experience in developing and maintaining IRB, scorecards and MFRS9 models in non-Retail portfolios, including PD, EAD and LGD models.
• Team lead in supporting models related projects - ensuring modelling methodologies are acceptable, validating vendor's work and involved in implementation.
• Overviewing monitoring of credit models and scorecards performance in a timely manner.
• Supporting business unit / model users on credit model related matters, and raising issues concerning models to the management for further actions.
• Supporting related projects under the department / division.
• Involve in system enhancements on model related matters.
• Managing and guiding subordinates.
• Assist in maintaining policies / guidelines on credit model related matters
• Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing papers and documentation. Job ID JR103084