Basel III IRB Transformation Lead

AFFIN Group; Kuala Lumpur; On-site; MYR 300,000 - 520,000; Full time

Job summary

AFFIN Group is seeking a senior professional to lead the Basel III IRB implementation across credit risk modelling, governance and transformation initiatives. You will oversee model development, testing, deployment and regulatory engagement with Bank Negara Malaysia.

The role requires deep Basel knowledge, extensive project leadership and a track record delivering large-scale regulatory projects within banking. Strong stakeholder management and change leadership are essential.

Qualifications

• Bachelor’s degree in finance, banking, statistics, mathematics, economics, actuarial science, engineering, computer science or related discipline.
• 15+ years of experience in model development, project management and financial services, preferably in credit risk or regulatory transformation.
• Strong knowledge of Basel III CAF, IRB approaches, credit risk modelling and model governance.

Responsibilities

• Lead IRB modelling team and monitor credit models and scorecards performance.
• Oversee production deployment and testing of Basel credit models and scorecards.
• Ensure timely remediation of model validation findings and governance documentation.
• Collaborate with Bank Negara Malaysia and external validators on Basel credit modelling.

Skills

Basel III CAF knowledge

Leadership

Project management

Change management

Strategic advisory

Education

Bachelor’s degree in Finance/Banking/Statistics/Economics/Engineering/Computer Science

Certifications: MSP/PMP/Prince2/CSM (optional)

Tools

SAS Enterprise Guide

SAS Base

SQL

Python

R

Job description

AFFIN Group is seeking a senior professional to lead the Basel III IRB implementation across credit risk modelling, governance and transformation initiatives. You will oversee model development, testing, deployment and regulatory engagement with Bank Negara Malaysia.

The role requires deep Basel knowledge, extensive project leadership and a track record delivering large-scale regulatory projects within banking. Strong stakeholder management and change leadership are essential.