Risk Modeling & Data Science Specialist

Overview

We are seeking a highly motivated Risk Modeling & Data Science Specialist to join our Corporate Risk Modeling & Data Science team at RHB Banking Group. In this role, you will support the Head of the department in the development and maintenance of advanced risk models, ensuring compliance with Basel and MFRS requirements. You will also contribute to behavioral modeling, regulatory submissions, and model performance monitoring, working closely with stakeholders to deliver high-quality risk insights and data-driven solutions.

Responsibilities

• Support Head, Corporate Risk Modeling & Data Science in relation to the respective area's risk modeling activities.
• Technical Expertise : Assist to develop and maintain industry leading credit risk models in accordance to Basel and MFRS requirements.
• Assist to develop Asset Liability Management (ALM) behavioral model to identify the behavior of deposits and loans for application in Interest Rate Risk in the Banking Book (IRRBB) / Rate of Return Risk in the Banking Book (RORBB).
• 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, the monitoring report served to provide insights to ensure correct use of 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 per expected.
• Socialize with stakeholders including internal and business experts to gather business insight in the respective area of model development and data analytics, as well as to ensure the model is implemented as per expected.

What we offer

At RHB Banking Group, we are committed to fostering a collaborative and inclusive work environment that empowers our employees to reach their full potential. We offer competitive remuneration, comprehensive benefits, and ample opportunities for professional development and career growth. Our wellness initiatives and flexible work arrangements also support a healthy work-life balance. If you're ready to be a part of our transformative journey, we encourage you to apply now.

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