Risk Modeling & Data Science Manager

RHB Bank Berhad; Malaysia; On-site; MYR 100,000 - 140,000; Full time

Job summary

RHB Bank Berhad is seeking a Risk Modeling & Data Science Manager to enhance its retail risk modeling capabilities. This role involves developing credit risk models, conducting User Acceptance Testing, and collaborating across departments to support data-driven decision-making. Join a vibrant banking institution committed to excellence and growth.

Qualifications

• Experience in developing credit risk models compliant with Basel and MFRS standards.
• Ability to develop Asset Liability Management (ALM) behavioral models.
• Experience with documentation for regulatory submissions.

Responsibilities

• Support the Head of Retail Risk Modeling in various activities.
• Create early warning models and generate performance reports.
• Engage with business experts on data analytics projects.

Skills

Credit Risk Modeling

Data Analytics

User Acceptance Testing

Regulatory Compliance

Job description

Risk Modeling & Data Science Manager

Risk Modeling & Data Science Manager

Apply locations: Kuala Lumpur | Employment type: Full time | Posted on: Posted 2 Days Ago | Application deadline: July 5, 2025 (26 days left to apply) | Job requisition ID: JR000938

Risk Modeling

• Support the Head of Retail Risk Modeling in related activities.
• Develop and maintain industry-leading credit risk models compliant with Basel and MFRS standards.
• Develop Asset Liability Management (ALM) behavioral models to analyze deposit and loan behaviors for IRRBB, RORBB, and NSFR applications.
• Create early warning models to predict customer arrears and collaborate on customer risk strategies.
• Prepare comprehensive documentation for regulatory submissions.
• Develop test scripts and perform User Acceptance Testing to ensure model accuracy.
• Generate model performance reports for management to facilitate model calibration and decision-making.
• Engage with business experts to gather insights for data analytics projects.

Our Commitment

We foster a culture of trust, excellence, and growth, emphasizing our five pillars: RHB Cares, RHB Leads, RHB Inspires, RHB Progresses, and RHB Rewards. Join us and be part of a dynamic, award-winning organization committed to your development and success.