Section Head, Risk Decision (Credit Scorecard & Modelling)

Bank Pertanian Malaysia Berhad (Agrobank); Kuala Lumpur; On-site; MYR 150,000 - 200,000; Full time

Job summary

A Government-owned Bank is seeking a Risk Decision Management Lead to oversee the development and review of credit scorecards. This role requires strong analytical skills and at least 7-10 years of experience in credit risk modeling. The ideal candidate will lead projects, validate models, and work collaboratively across departments. Proficiency in English and Bahasa Malaysia is necessary. This position offers a chance to contribute to sustainable business practices in the agricultural sector.

Qualifications

• 7-10 years of experience in credit risk modelling.
• Strong leadership and ability to work independently.
• Proficiency in English and Bahasa Malaysia.

Responsibilities

• Lead development and review of credit scorecard.
• Validate and propose recommendations for credit models.
• Monitor model performance for compliance and accuracy.

Skills

Credit risk modelling

Statistical programming (R, Python, SAS)

Analytical skills

Leadership

Communication skills

Education

Bachelor’s Degree in Finance, Mathematics, Actuarial Science, Economics

Master’s degree or relevant certification

Job description

Overview

Lead Risk Decision Management Section in development and review of credit scorecard, as well as technical related tasks such as data automation using programming tools and dynamic dashboards to manage the credit risk and asset quality with the objective of achieving sustainable business model and profitability for the Bank.

Responsibilities

• Custodian of Credit Risk Models for Retail and Non-Retail and Credit Scorecard System.
• Develop, monitor, and recalibrate credit risk models.
• Validate the scorecard developed by external vendor and perform periodic validation and review.
• Review scorecard reports and propose appropriate recommendations to mitigate the Bank’s credit risk concerns.
• Drive appropriate analytics required by the Management and Board of Directors to identify trends, patterns, and anomalies that inform credit decisions.
• Collaborate with cross-functional teams, including Business Units, Finance and IT, to ensure model integration and effectiveness.
• Monitor model performance to ensure accuracy and compliance with internal policy and regulatory.
• Prepare detailed documentation of model development processes, methodologies, and results for internal stakeholders and regulatory bodies.
• Present findings and recommendations to senior management and other stakeholders.
• Enforce risk compliance across the Bank covering both Statutory and Internal regulations.
• Provide advisory services on credit scorecard related matters.
• Provide value added inputs to the revision of product policies, credit processes/procedures and guidelines initiated by internal stakeholders related to credit scorecard.
• Validation of Expected Credit Loss (ECL) model to ensure the alignment with internal and regulatory policies.
• Continuous improvement in credit risk management in accordance with regulatory expectation and best practice.
• Propose appropriate remedial actions to resolve issues raised by BNM on Bank’s Composite Risk Rating (CRR).
• Involve in the implementation of various initiatives/projects/system enhancements to meet the Bank’s internal policy and regulatory requirements.
• Perform other technical related tasks such as data automation using programming tools, dynamic dashboards and collaboration with various departments on the bank’s projects.

Qualifications

• Education: Bachelor’s Degree preferably in Finance, Mathematics, Actuarial Science, Economics, or a related field
• A master’s degree or relevant certification is a plus
• Experience: Have at least 7-10 years of working experience and exposure in credit risk modelling and knowledge of credit risk framework and regulations.
• Strong leadership, a self-starter who can work independently with minimum supervision.
• Strong analytical skills and proficiency in statistical programming tools (e.g. R, Python, SAS).
• Excellent problem-solving skills and attention to detail.
• Strong understanding & knowledge in credit operations and risk management;
• Familiarity with financial products and services.
• Proficiency in English and Bahasa Malaysia (both written and spoken).
• Possess good writing flair and strong analytical and presentation skills;
• Able to articulate and communicate clearly and effectively;
• Possess positive attitude for excellence;
• Able to work independently and as part of a team.

Salary and application

Your application will include the following questions:

• What is your expected monthly basic salary?

About Agrobank

Agrobank is a Government-owned Bank under the Minister of Finance Incorporated (MFI). The bank’s financing of the agricultural sector is driven by policy set forth by the Ministry of Agriculture and Agro-Based Industry (MOA). Agrobank operates through branches across Malaysia and employs thousands of staff. Agrobank’s mission is to provide a holistic range of financial services and banking facilities with a focus on the agricultural sector, including savings products, banking services, takaful, financing and advisory services. Agrobank is the successor to Bank Pertanian Malaysia and has a long history of supporting successful entrepreneurs in the agricultural sector.