Data Analysis jobs in Malaysia

Develop and maintain ECL models (PD, LGD, EAD) for various asset classes in line with IFRS 9 / MFRS 9 requirements.

Perform data extraction, data checking, feature engineering, and statistical analysis using Python, R, or SAS.

Document model methodologies, assumptions, and limitations comprehensively.

Collaborate with Finance, Risk, and IT teams to ensure model outputs are aligned with financial reporting standards.

Conduct benchmarking, backtesting, and sensitivity analysis to ensure model robustness.

Liaise with external validator, addressing their validation points for model recalibration, redevelopment, or enhancement, ensuring the adherence to internal governance and regulatory requirements.

Work together with external consultant for model refinement, to optimise the ECL provision.

In charge of ECL automation and IL forecasting process.

Monitor model performance regularly and flag any deviations or drifts.

Ensure timely updates on the Impairment loss model documentation, policies and procedures.

Ensure timely updates to models and parameters in response to changing market conditions or portfolio behavior.

Support internal and external audit, regulatory reviews, and governance committees with documentation and explanations.

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.

Experience with retail and/or corporate portfolios is preferred.

Strong analytical skills, attention to detail, and ability to interpret complex data.

Effective communication skills to present findings to technical and non-technical stakeholders.