Senior Credit Risk Modelling & Portfolio Analytics

OCBC Malaysia; Malaysia; On-site; MYR 120,000 - 180,000; Full time

Benefits offered by this job

Competitive base salary

Holistic benefits program

Industry-leading learning & dev

Job summary

OCBC Malaysia is seeking a proactive Credit Risk Modelling professional to develop and maintain risk models across consumer, small business and wholesale segments. You will monitor performance, back-test models, and ensure governance with validators and regulators.

Strong quantitative skills and the ability to communicate with senior management are essential. Join a high-impact team dedicated to risk analytics, IFRS9, and capital adequacy, while collaborating with auditors and stakeholders to

Qualifications

• Analytical thinker with strong written and verbal communication skills.
• Strong computational skills with experience handling data and quantitative analysis.
• Ability to interact and communicate effectively with senior management.

Responsibilities

• Develop, implement, and maintain credit risk models for Consumer, Small Business and Wholesale segments.
• Develop and maintain system requirements, parameters, and configurations for model housing systems.
• Develop expertise in credit risk modelling methodologies and ensure governance and timely validation follow-up.
• Engage with auditors and regulators to ensure compliance with requirements.
• Collaborate with stakeholders to create analytical solutions using model outputs for credit decisions and capital planning.

Skills

Analytical thinking

Communication skills

Data analysis

Quantitative analysis

Stakeholder communication

Education

Degree in quantitative/financial discipline

Job description

OCBC Malaysia is seeking a proactive Credit Risk Modelling professional to develop and maintain risk models across consumer, small business and wholesale segments. You will monitor performance, back-test models, and ensure governance with validators and regulators.

Strong quantitative skills and the ability to communicate with senior management are essential. Join a high-impact team dedicated to risk analytics, IFRS9, and capital adequacy, while collaborating with auditors and stakeholders to