Senior Manager, Modeller - Group Credit Management
- Posted 12 months ago
- Be among the first 10 applicants
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.
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 7 years experience in developing and maintaining IRB models, scorecards and MFRS9 models including PD, EAD and LGD models.
- Ensuring data used for model development, recalibration, re-baseline, monitoring, and review are accurate, sound and align with expectation.
- To perform/assist in scorecard/model development, recalibration, re-baseline project - ensuring modelling methodologies are acceptable, validating vendor's work and involved in implementation.
- Responsible in model monitoring and review of models including but not exhaustive to IRB, MFRS9 and other credit models on monthly/quarterly basis to ensure the scorecards/models are performing and stable.
- Assist in implementation of models.
- Supporting business unit/model users on credit model related matters, and raising issues to concerning models to team lead.
- Involve in system enhancements that relate to scorecards/models or STP/business rules.
- Acts as a shadow to team lead and guiding junior modellers.
- Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing papers and documentation.
More Info
About Company
Skills:
Excel, Forecasting, Compliance, Internal Controls, Treasury Management, Accounting, Budgeting, Accounting Software, Financial Modeling, Financial Reporting, Strategic Planning
Skills:
Microsoft Excel, Risk Assessment, Risk management processes, Facilitation of risk assessment workshops, Project management, Risk identification, Risk Mitigation
Skills:
Data Analytics, Excel, AI-enabled tools, Benefits, pay governance, recognition, job architecture, market benchmarking, Total Rewards, incentives, Hris, performance management, Compensation
Skills:
Excel, Record To Report, Purchase To Pay, Acquire to Retire, Powerpoint, Order to Cash
Skills:
Anaplan, Workiva, MS-PowerPoint, Project management, Transfer Pricing, MS-Word, MS-Excel