Senior Credit Modelling Lead — Risk Analytics

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 120,000 - 180,000; Full time

Job summary

AFFIN BANK BERHAD in Kuala Lumpur is seeking a Lead Credit Modeller to spearhead development, calibration, monitoring and validation of credit models for Retail and Non‑Retail portfolios, ensuring accuracy and regulatory compliance.

You will review methodologies, coordinate with external consultants on model development, oversee UAT and system integration, mentor junior staff and report findings to management and the board when needed.

Qualifications

• Statistical background with extensive analytics/modelling experience.
• Proven ability to develop and manage credit risk models in banking.
• Proficient in Excel and SAS; willing to learn other tools.

Responsibilities

• Lead development, calibration, monitoring and validation of credit models for Retail and Non-retail portfolios.
• Review methodologies and coordinate with external consultants on model development; ensure Basel/Regulatory alignment.
• Oversee UAT and system integration; monitor model performance and report findings to management; mentor juniors.

Skills

Statistical background

Credit risk modelling

Excel

SAS (EG/Base)

Leadership

Mentoring

Tools

SAS EG

SAS Base

Excel

Job description

AFFIN BANK BERHAD in Kuala Lumpur is seeking a Lead Credit Modeller to spearhead development, calibration, monitoring and validation of credit models for Retail and Non‑Retail portfolios, ensuring accuracy and regulatory compliance.

You will review methodologies, coordinate with external consultants on model development, oversee UAT and system integration, mentor junior staff and report findings to management and the board when needed.