Risk Modelling & Data Scientist Specialist (Start ASAP)

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.
• Good understanding of business products and operations.
• Strong analytical skills and statistical modeling knowledge.
• Proficiency in relational databases and data models.

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.
• Create early warning models predicting customer arrears.
• Prepare model development documentation for regulatory submission.
• Generate model performance monitoring reports for management.
• Conduct User Acceptance Tests to ensure model implementation.
• Collaborate with stakeholders for model development and data analytics.

Skills

Analytical skills

Statistical modeling

Proficiency in relational databases

Data analytics

Education

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

CFA or FRM certification

Job description

Support development and monitoring of regulatory compliant credit risk models at RHB in Kuala Lumpur.

Your role

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.
• Create early warning models predicting customer arrears.
• Prepare model development documentation for regulatory submission.
• Generate model performance monitoring reports for management.
• Conduct User Acceptance Tests to ensure model implementation.
• Collaborate with stakeholders for model development and data analytics.

About you

Qualifications

• Bachelor Degree in Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics, or Data Science.
• CFA or FRM certification.
• 1-2 years of experience or be a fresh graduate with relevant qualifications.
• Good understanding of business products and operations.
• Strong analytical skills and statistical modeling knowledge.
• Proficiency in relational databases and data models.

Compensation & benefits

RHB offers competitive salaries, performance bonuses, healthcare benefits, and employee discounts.

Training, development & rotations

Opportunities for professional development and mentorship programs are available.

Career progression

Potential for advancement within the risk modeling and data science departments.

How to Apply

Submit your application through the RHB career portal, referencing job requisition ID JR000371.

This job may close before the stated closing date, you are encouraged to apply as soon as possible