Director, Modeller

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 100,000 - 160,000; Full time

Job summary

Join Affin Bank as a Modelling Lead, where you will lead the IRB project team, ensuring model integrity and performance. With over 12 years of experience in the financial sector, you will play a key role in shaping innovative banking solutions. Affin values creativity and commitment, making it a prime environment for personal and professional growth.

Qualifications

• Over 12 years of experience in developing and maintaining IRB models.
• Skilled in Excel, SAS, and Python, with proficiency in documentation and report writing.

Responsibilities

• Lead modelling PIC in IRB project, managing and guiding teams.
• Ensure models are statistically sound and oversee performance monitoring.
• Assist in model implementation and obtaining necessary approvals.

Skills

Excel

SAS

Python

Job description

Create the future with Affin! You too can make a difference.

We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where open minds meet and be inspired by a shared commitment to great work. You too can make a difference.

- Lead modelling PIC in IRB project - work alongside consultants and PWG, managing and guiding modeller subordinates involved in the project.
- Over 12 years of experience in developing and maintaining IRB models in Retail, SME, and Corporate portfolios, including PD, EAD, and LGD models.
- Ensure models are statistically sound by reviewing and challenging development methodologies by external consultants.
- Oversee monitoring of credit models and scorecards performance, reporting to management in a consistent and timely manner.
- Support business units on models-related matters.
- Involved in model implementation.
- Assist in obtaining approvals for models-related matters from management, board, and BNM.
- Resolve model validation and audit observations/findings promptly.
- Set up and maintain policies/guidelines on model-related matters.
- Skilled in Excel, SAS, and Python (preferably), proficient in documentation and report writing.

Application deadline: July 30, 2025 (26 days left)

Why work here?

People are the heart of AFFIN BANK. We foster a positive and supportive environment that encourages personal growth and community involvement.

Get In Touch

Join AFFIN as we evolve into a future-ready financial institution, embracing innovation and technology to deliver excellent customer service. We're seeking colleagues who share our values and are committed to living them every day.

Explore exciting opportunities and make a real impact on the future of finance. Join us today!

AFFIN

'Always About You'

At AFFIN, we aim to connect deeply with our customers to understand their changing needs and aspirations. Our passion and commitment to the community enable us to respond swiftly and provide personalized experiences.

Our values of customer centricity, creativity, and value creation guide us. Our tagline 'Always about you' reflects our dedication to loyalty and reputation as an innovative financial organization.

Our people are central to our customer-centric culture. We continuously strive to understand and prioritize our stakeholders—customers, employees, and shareholders. As we navigate this digital transformation, we embrace new ways to serve and support everyone we touch.