Senior Manager, Credit Risk Modeling

Credit Risk Model Development in a large financial institution

Your new company
This large financial institution is well recognised and established across the Asia Pacific region. Our client offers an innovative and supportive work environment where career progression and development are actively encouraged. Due to organisational growth and further expansion, they are now looking for an experienced Credit Risk Modeler to join them and lead one of their teams.

Your new role
This is a leadership role and you will be given the opportunity to lead a team to undertake model development and maintenance on either Retail or Wholesale credit models. You need to identify key causal factors affecting PD, LGD, EAD outcomes and advising business on positive or negative actions. As you are the expert, you are required to be able to run early identification of trends, potential models deterioration and causes, and drive corrective measures. At the same time, you are expected to undertake model repairs, development, and improvements. You need to do impact analysis of model changes on RWA and provisions. You are the liaison personal with BNM while managing response as well. As a team leader, you need to provide technical guidance in Model Development and SAS programming. Besides that, you need to review and provide feedback on model development, reviews and implementation.

What you'll need to succeed
  • Ideally you will have at least 5 years of Credit Risk Modeling experience within the Banking/Financial Services/Consulting industry
  • Prior experience in model development or model validation (BASEL or FRS9 models) is a must
  • Proficiency in using programming language such as R, Python, SAS or its equivalent

What you'll get in return
In return for your dedication and hard work you'll be rewarded with:
  • Excellent opportunity with one of the most attractive employers in the banking industry
  • Highly attractive compensation package including a competitive performance-based bonus structure
  • Autonomy and opportunities to develop into a senior management role

What you need to do now
If you're interested in this role, click 'apply now' or forward an up-to-date copy of your CV to ashley.tan@hays.com.my. If this job isn't quite right for you but you are looking for a new position, please contact Ashley Tan at Hays on +60327868633 for a confidential discussion on other opportunities in Risk Management.

At Hays, we value diversity and are passionate about placing people in a role where they can flourish and succeed. We actively encourage people from diverse backgrounds to apply #1182763

Summary

Job Type
Permanent
Industry
Banking & Financial Services
Location
Malaysia
Specialism
Banking and Financial Services
Ref:
1182763

Talk to a consultant

Talk to Ashley Tan, the specialist consultant managing this position, located in Kuala Lumpur
Level 26, Menara 3, Petronas

Telephone: +60327868686