Assistant Manager - Risk Management (MFRS9 Credit Models) | Kuala Lumpur, MY

Hong Leong Bank; Kuala Lumpur; On-site; MYR 60,000 - 80,000; Full time

Job summary

A leading financial institution in Malaysia is seeking candidates with expertise in risk modeling and sensitivity analysis. The role involves developing MFRS9 models, conducting sensitivity analysis, enhancing models based on audits, and updating policies. We value diverse skills and aim to provide opportunities for career growth and development. Join us to realize your full potential.

Qualifications

• Experience in risk modelling and sensitivity analysis.
• Knowledge of accounting standards, specifically MFRS9.
• Ability to conduct audits and update policies.

Responsibilities

• Develop and drive performance of MFRS9 models.
• Conduct sensitivity analysis for financial statements.
• Enhance models based on audit observations.
• Update policies based on model changes.
• Support model owners during handover.
• Participate in automation efforts.

Job description

If you are looking to excel and make a difference, take a closer look at us...

• Participated in the development of MFRS9 and drive the performance of quarter-annual review of MFRS9 forward-looking model, considering complex operating variables in risk modelling.
• Responsible for conducting sensitivity analysis based on historical macroeconomic variables (to generate upside, base, and downside scenarios) and providing statutory disclosure information for Financial Statements.
• Enhance the model based on audit observations from BNM and Internal/External Audit.
• Update policies and SOPs based on the latest model changes.
• Provide support and guidance to the model owner upon handover of the model.
• Participate in automation efforts — provide requirements to vendors and perform UAT.
• Assist in addressing concerns or questions related to the models.

About Hong Leong Bank

We are a leading financial institution in Malaysia with a century of entrepreneurial heritage. Guided by a Digital-at-the-Core ethos, we offer comprehensive financial services that have earned industry recognition for innovation, making banking simpler and more effortless for our customers. Our offerings span a vast nationwide network in Malaysia, with an expanding regional presence in Singapore, Hong Kong, Vietnam, Cambodia, and China.

We value diversity, inclusion, and merit to achieve our mission of infusing diverse thinking and skillsets into our organization. Candidates are assessed based on merit and potential. As we continue to digitize the employee journey, we aim to provide a strong foundation for our people to learn, grow, and achieve their career aspirations within the organization.

Realize your full potential at Hong Leong Bank by applying now.

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