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.
Qualifications
More 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.Seniority
Mid-Senior levelEmployment type
Full-timeJob function
Design, Art / Creative, and Information TechnologyIndustries
Banking#J-18808-Ljbffr