Senior Manager, Modeller - Group Credit Management

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 100,000 - 150,000; Full time

Job summary

A leading financial services firm is looking for a Senior Manager, Modeller in Kuala Lumpur to develop and maintain credit models. The role involves ensuring data accuracy for model development and mentoring junior staff. Join a positive and innovative culture where your expertise will help shape the future of finance.

Qualifications

• Over 7 years of experience in developing IRB models, scorecards, and MFRS9 models.
• Proficient in Excel, SAS, and preferably Python.
• Capable of documentation and report writing.

Responsibilities

• Ensure data accuracy for model development, recalibration, and monitoring.
• Participate in model development and implementation support.
• Shadow team lead and mentor junior modellers.

Skills

Model development

Data accuracy

Documentation

Report writing

Proficiency in Excel

Proficiency in SAS

Proficiency in Python

Job description

Senior Manager, Modeller - Group Credit Management

Overview

Apply now at Menara Affin, TRX for a full-time role. Posted over 30 days ago, job requisition ID: JR103114.

Join Affin and Create the Future

We are committed to transforming financial services through innovation, making banking better and easier. At AFFIN, open-mindedness and shared dedication to excellence inspire us. Be part of our journey to make a difference.

Key Responsibilities

1. Over 7 years of experience in developing and maintaining IRB models, scorecards, and MFRS9 models, including PD, EAD, and LGD models.
2. Ensure data accuracy and appropriateness for model development, recalibration, re-baseline, monitoring, and review processes.
3. Perform or assist in scorecard/model development, recalibration, and re-baseline projects, validating methodologies and vendor work, and supporting implementation.
4. Monitor and review models (IRB, MFRS9, and others) regularly to ensure performance and stability.
5. Assist in the implementation of models.
6. Support business units and model users on credit model matters, escalating issues as needed.
7. Participate in system enhancements related to scorecards/models or STP/business rules.
8. Shadow team lead and mentor junior modellers.
9. Proficient in Excel, SAS, and preferably Python; capable of documentation and report writing.

Additional Information

Similar roles include Vice President and Manager positions in Modelling, also based at Menara Affin, TRX.

About AFFIN

We foster a positive, supportive environment emphasizing personal growth and community engagement. Join us to shape the future of finance with innovation and technology, making a meaningful impact.

Our Values

Our tagline, “Always About You,” reflects our commitment to understanding and serving our customers' needs. We prioritize customer centricity, creativity, and value creation, ensuring unrivaled service and a focus on our stakeholders—customers, employees, and shareholders. Embrace our digital transformation journey with us.