Graduate Credit Risk Modeller: ECL & PD/LGD Analytics

Hong Leong Bank; Petaling Jaya; On-site; MYR 60,000 - 90,000; Full time

Job summary

A leading financial institution in Petaling Jaya is seeking a Credit Risk Modeller responsible for managing Expected Credit Loss models for Personal Financial Services. The role requires preparing ECL model results, ensuring compliance with MFRS 9 policy, and coordinating data across departments. Candidates should have a Bachelor's or Master's in a relevant field and strong proficiency in statistical programming languages such as R, SAS, and SQL. This position offers an opportunity to enhance predictive risk models within a reputable institution.

Qualifications

• Bachelor's or Master's degree in a relevant field is required.
• Strong proficiency in statistical programming languages (R, SAS, SQL) is essential.

Responsibilities

• Prepare and finalize ECL model results ensuring accuracy.
• Prepare quarterly model monitoring decks for management.
• Perform model enhancement and recalibration to maintain compliance.
• Assist in MFRS 9 ECL and model automation projects.
• Coordinate with departments to gather data for models.

Skills

Proficiency in R

Proficiency in SAS

Proficiency in SQL

Advanced skills in Microsoft Excel

Education

Bachelor's or Master's degree in Applied Math, Actuarial Science, Applied Statistics, Statistics or related field

Job description

A leading financial institution in Petaling Jaya is seeking a Credit Risk Modeller responsible for managing Expected Credit Loss models for Personal Financial Services. The role requires preparing ECL model results, ensuring compliance with MFRS 9 policy, and coordinating data across departments. Candidates should have a Bachelor's or Master's in a relevant field and strong proficiency in statistical programming languages such as R, SAS, and SQL. This position offers an opportunity to enhance predictive risk models within a reputable institution.