Director, Modeller

Director, 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.

• Lead modelling PIC in IRB project - to work alongside consultants and PWG, and managing and guiding modellers subordinates involved in the project.
• More than 12 years experience in developing and maintaining IRB models in Retail, SME and Corporate portfolios, including PD, EAD and LGD models.
• Ensuring models are statistically sound by reviewing and able to challenge models development methodologies by external consultants.
• Overviewing monitoring of credit models and scorecards performance and reporting them to management in a consistent and timely manner.
• Supporting business units on models related matters.
• Involved in models implementation.
• Assisting in obtaining approvals in models related matters - management, board and BNM.
• Resolving model validation and audit observations / findings in timely manner.
• Setting up and maintaining policies / guidelines on model related matters.
• Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing papers and documentation. Job ID JR103083