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affin group

Director, Modeller

affin group
Malaysia, Kuala Lumpur
12-14 Years
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  • Posted 8 months ago
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Job Description

Create the future with Affin! You too can make a difference.

We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.

  • Lead modelling PIC in IRB project - to work alongside consultants and PWG, and managing and guiding modellers subordinates involved in the project.
  • More than 12 years experience in developing and maintaining IRB models in Retail, SME and Corporate portfolios, including PD, EAD and LGD models.
  • Ensuring models are statistically sound by reviewing and able to challenge models development methodologies by external consultants.
  • Overviewing monitoring of credit models and scorecards performance and reporting them to management in a consistent and timely manner.
  • Supporting business units on models related matters.
  • Involved in models implementation.
  • Assisting in obtaining approvals in models related matters - management, board and BNM.
  • Resolving model validation and audit observations/findings in timely manner.
  • Setting up and maintaining policies/guidelines on model related matters.
  • Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing papers and documentation.

More Info

Job Type:
Permanent Job
Industry:
Other
Function:
Financial Services
Employment Type:
Full time

Job ID: 126548357

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Last Updated: 21-05-2026 06:00:25 PM
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