Analyst/ Specialist, Retail, Group Model Development, Group Risk

Job Responsibilities:

• To develop, maintain & monitor, enhance & refine, implement and communicate a sound and robust risk measurement methodologies / framework for entities across Maybank Group for Credit Risk.
• The risk models developed form the basis for development of Risk-based Pricing and Risk Adjusted Return on Capital (RAROC) for the Maybank Group.
• To provide services to the Management in relation to quantification, compliance, as well as policies and procedures in regards to model development.
• To provide training and guidance to the relevant parties in ensuring knowledge transfer in regards to model development activities.

Job Requirements:

• Professional qualification/ Doctorate/Masters/Honours Degree or its equivalent in Financial Engineering, Quantitative Finance, Actuarial Science, Applied Statistics, Financial Mathematics, Finance, Economics, or other related/suitable quantitative discipline from a recognized University.
• Strong understanding of tools and techniques for quantifying and analyzing risks in terms of volatility, extremes, correlation and various advanced statistical methods;
• Experienced in data programming, analysis and manipulation using open source language (e.g. Python, R and etc.) or other recognized programming languages;
• Strong knowledge regulatory requirements such as Basel II, Basel III and FRS 9;
• Strong understanding of Business requirements and familiarity of the products, processes and differences of various portfolio profiles;
• Knowledge and application of skills in project management, resource allocation, quality control, IS project risk, vendor and contract management; and
• Understanding of inter-relationships between various stakeholders of the borrower rating models within Maybank group and manage these interdependencies for the benefit of the group as a whole.