Credit Risk Modeling & Data Scientist Specialist

RHB Bank Berhad; Malaysia; On-site; MYR 70,000 - 100,000; Full time

Job summary

RHB Bank Berhad invites applications for a role supporting development and monitoring of credit risk models, including ALM behavioral models and early warning systems, in line with Basel and MFRS requirements. You will assist regulatory submissions and performance monitoring while coordinating with stakeholders to gather business insights.

The position emphasizes analytical rigor, data modeling skills, and collaboration across risk and business teams to enable informed decision making and

Qualifications

• Bachelor Degree in Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics or Data Science.
• CFA or FRM certification with 1–2 years of experience or fresh graduates with relevant qualifications.
• Good understanding of the respective area’s business products and operations.
• Strong analytical and statistical modeling capabilities.
• Knowledge of relational databases and data models.

Responsibilities

• Support Head, Retail Risk Modeling in relation to the area’s risk modeling activities.
• Assist to develop and maintain credit risk models in line with Basel and MFRS requirements.
• Assist to develop ALM behavioral models for deposits and loans used in IRRBB/RORBB.
• Assist to develop early warning model predicting customer moves from performing to arrears.
• Prepare model development documentation for regulatory submission and model performance monitoring reports.
• Collaborate with stakeholders to gather business insights and ensure correct model implementation.

Skills

Analytical skills

Statistical modeling

Data analytics

Education

Bachelor degree in Statistics/Mathematics/Actuarial Science/Economics/Finance/Data Science

Job description

RHB Bank Berhad invites applications for a role supporting development and monitoring of credit risk models, including ALM behavioral models and early warning systems, in line with Basel and MFRS requirements. You will assist regulatory submissions and performance monitoring while coordinating with stakeholders to gather business insights.

The position emphasizes analytical rigor, data modeling skills, and collaboration across risk and business teams to enable informed decision making and