Job vacancy Senior Manager, Credit Risk Modeling

Suite 4 and 5, Level 23, Menara 3, Petronas, Kuala Lumpur City Centre, Kuala Lumpur
  +60 3 2786 8600

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Job Type
Job Status
Full Time
01 December, 2020
Job Title

Senior Manager, Credit Risk Modeling

Job Presentation

Your new company
This large financial institution is well recognised and established across the Asia Pacific region. Our client offers an innovative and supportive work environment where career progression and development are actively encouraged. Due to organisational growth and further expansion, they are now looking for an experienced Credit Risk Modeler to join them and lead one of their teams.

Your new role
This is a leadership role and you will be given the opportunity to lead a team to undertake model development and maintenance on either Retail or Wholesale credit models. You need to identify key causal factors affecting PD, LGD, EAD outcomes and advising business on positive or negative actions. As you are the expert, you are required to be able to run early identification of trends, potential models deterioration and causes, and drive corrective measures. At the same time, you are expected to undertake model repairs, development, and improvements. You need to do impact analysis of model changes on RWA and provisions. You are the liaison personal with BNM while managing response as well. As a team leader, you need to provide technical guidance in Model Development and SAS programming. Besides that, you need to review and provide feedback on model development, reviews and implementation.

What you'll need to succeed
  • Ideally you will have at least 5 years of Credit Risk Modeling experience within the Financial Services/Big 4 industry
  • Prior experience in model development (BASEL/FRS9) is a must
  • Prior people management is a must
  • Proficiency in using programming language such as R, Python, SAS or its equivalent

What you'll get in return
In return for your dedication and hard work you'll be rewarded with:
  • Excellent opportunity with one of the most attractive employers in the banking industry
  • Highly attractive compensation package including a competitive performance-based bonus structure
  • Autonomy and opportunities to develop into a senior management role

What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
If this job isn't quite right for you but you are looking for a new Risk Management position, please contact Jet Wong at +603-2786 8686 or email for a confidential discussion on your career. #1182763
Reference number
Valid Till
1 Mar, 2021 (43 days left)

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