Senior ECL Modeling & Data Governance Lead

Aeon Credit Service; Kuala Lumpur; On-site; MYR 90,000 - 120,000; Full time

Job summary

A financial services company in Kuala Lumpur is seeking an Asst. Manager/Manager specialized in Impairment Loss & Data Management. The successful candidate will develop ECL models in accordance with IFRS 9 and handle data management tasks, requiring a background in quantitative fields and a minimum of 5 years of experience in credit risk modeling. Proficiency in programming languages such as Python, R, and SAS is essential, along with strong analytical skills and effective communication capabilities.

Qualifications

• Bachelor’s or Master’s degree in Quantitative Finance, Statistics, Economics, Mathematics, Data Science, or related field.
• Minimum 5 years of experience in credit risk modelling, ECL/IFRS 9 model development or validation.
• Strong proficiency in programming and data analysis (Python, R, SAS, or SQL).
• Sound understanding of Basel/IFRS 9 regulatory frameworks and model lifecycle governance.

Responsibilities

• Develop and maintain ECL models for various asset classes in line with IFRS 9 / MFRS 9 requirements.
• Perform data extraction, data checking, feature engineering, and statistical analysis.
• Document model methodologies, assumptions, and limitations comprehensively.
• Collaborate with Finance, Risk, and IT teams to ensure alignment with financial reporting standards.
• Monitor model performance and flag any deviations or drifts.

Skills

Programming

Data analysis

Analytical skills

Effective communication

Education

Bachelor’s or Master’s degree in relevant fields

Tools

Python

R

SAS

SQL

Job description

A financial services company in Kuala Lumpur is seeking an Asst. Manager/Manager specialized in Impairment Loss & Data Management. The successful candidate will develop ECL models in accordance with IFRS 9 and handle data management tasks, requiring a background in quantitative fields and a minimum of 5 years of experience in credit risk modeling. Proficiency in programming languages such as Python, R, and SAS is essential, along with strong analytical skills and effective communication capabilities.