Basel III IRB Project Lead

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 300,000 - 600,000; Full time

Job summary

AFFIN Bank Berhad is seeking a senior lead to drive the Basel III IRB implementation, overseeing model development, governance and regulatory engagements. The role requires deep expertise in credit risk modelling, CAF/IRB, and cross-functional leadership across risk, finance and IT.

The successful candidate will manage end-to-end project delivery, coordinate with Bank Negara Malaysia and external validators, and establish robust change management to ensure ongoing compliance and effective risk

Qualifications

• At least 15 years of experience in model development and project delivery.
• Strong knowledge of Basel III CAF, IRB, credit risk modelling and governance.
• Experience with SAS, SQL, Python, R or equivalent analytics tools.
• Excellent leadership and stakeholder management skills in a bank environment.

Responsibilities

• Lead the IRB modelling team to monitor model performance and report to management.
• Oversee Basel credit models deployment and ensure testing and validation.
• Resolve validation findings and implement remediation plans.
• Obtain board approvals for model development and calibration.
• Provide advisory on Basel credit modelling to business units.
• Establish Basel credit model governance and lifecycle management.
• Engage with Bank Negara Malaysia and external validators.

Skills

IRB modelling

Project leadership

Governance

Stakeholder management

Model validation

Regulatory awareness

Education

Bachelor's degree in finance, Banking, Statistics, Mathematics, Economics, Actuarial Science, Engineering, Computer Science or a related discipline

Tools

SAS Enterprise Guide

SAS Base

SQL

Python

R

Job description

AFFIN Bank Berhad is seeking a senior lead to drive the Basel III IRB implementation, overseeing model development, governance and regulatory engagements. The role requires deep expertise in credit risk modelling, CAF/IRB, and cross-functional leadership across risk, finance and IT.

The successful candidate will manage end-to-end project delivery, coordinate with Bank Negara Malaysia and external validators, and establish robust change management to ensure ongoing compliance and effective risk