Wholesale Risk Model Analytics

Job Description:

• Model Monitoring: non-retail credit risk models
• Develop models with guidance or collaborate with external vendors.
• Develop and implement wholesale models as per internal, MFRS9, and Basel II IRB standards.

Job Requirements:

• Degree in Statistics, Mathematics, or related field.
• 5 years of experience in credit risk model development/management and system enhancement.
• Strong knowledge of MFRS9 and Basel II IRB requirements.
• Proficiency in modeling methodologies and hands-on model development/management.
• Strong SAS/SQL programming skills.

To apply, please click "APPLY NOW" or email Kesh at keshveeni@ambition.com.my. Data provided is for recruitment purposes only.

Due to the volume of applications received, we regret to inform you that only shortlisted candidates will be notified.

If this job isn't quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer MYR500 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply. https://www.ambition.com.my/refer-a-friend