Credit Risk Modeling & Data Science Specialist

Afterschool; Kuala Lumpur; On-site; MYR 70,000 - 100,000; Full time

Benefits offered by this job

Competitive salaries

Performance bonuses

Healthcare benefits

Employee discounts

Professional development opportunities

Job summary

A leading banking institution in Kuala Lumpur is looking for a candidate to support the development and monitoring of credit risk models. The role involves collaborating with stakeholders and conducting user acceptance tests, focusing on regulatory compliance. Ideal candidates should have a Bachelor's degree in relevant fields, CFA or FRM certification, and strong analytical skills. RHB offers competitive salaries, performance bonuses, healthcare benefits, and mentorship opportunities.

Qualifications

• 1-2 years of experience or fresh graduate with relevant qualifications.
• Good understanding of business products and operations.
• Strong analytical skills and statistical modeling knowledge.

Responsibilities

• Support Head, Retail Risk Modeling in risk modeling activities.
• Assist in developing and maintaining credit risk models per Basel and MFRS requirements.
• Develop ALM behavioral models for Interest Rate Risk in the Banking Book.

Skills

Analytical skills

Statistical modeling

Proficiency in relational databases

Education

Bachelor Degree in Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics, or Data Science

CFA or FRM certification

Job description

A leading banking institution in Kuala Lumpur is looking for a candidate to support the development and monitoring of credit risk models. The role involves collaborating with stakeholders and conducting user acceptance tests, focusing on regulatory compliance. Ideal candidates should have a Bachelor's degree in relevant fields, CFA or FRM certification, and strong analytical skills. RHB offers competitive salaries, performance bonuses, healthcare benefits, and mentorship opportunities.