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AFFIN Group

Manager, Modeller - Group Credit Management

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  • Posted 2 months ago

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.

  • More than 5 years experience in developing and maintaining IRB models, scorecards and MFRS9 models including PD, EAD and LGD models.
  • Involved in data extraction and data quality check for model related purposes.
  • Involved in model development and monitoring, and preparing technical documentations.
  • Attending to model validation/audit observations.
  • Attending to model users on model related matters.
  • Involve in system enhancements that relate to scorecards/models or STP/business rules.
  • Assisting team lead on model related matters.
  • Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing.

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Job ID: 126502667

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