Deloitte Malaysia

SEA Audit CoE- Credit Modeller

Kuala Lumpur, MY
Competitive salary + great benefits
07 Sep 2021
07 Oct 2021
Approved employers
Approved employer
Contract type
Full time
Experience level
Qualified accountant

What impact will you make?

At Deloitte, we offer a unique and exceptional career experience to inspire and empower talents like you to make an impact that matters for our clients, people and community. Whatever your aspirations, Deloitte offers you a highly inclusive, collaborative workplace and unrivalled opportunities to realize your full potential. We are always looking for people with the relentless energy to push themselves further, and to find new avenues and unique ways to reach our shared goals.

So what are you waiting for? Join the winning team now.

Work you’ll do

  • Support audit teams to review credit models (wholesale, retail, SMEs) to ensure compliance requirements of Expected Credit Loss model per IFRS 9 – Financial Instruments
  • Assist to perform credit model validation work ( wholesale, retail, SMEs) including PDs. LGDs. EADs
  • Assist to build credit models that meets the requirements of Expected Credit Loss model  under IFRS 9: Financial instruments

Your role as a leader

At Deloitte, we believe in the importance of empowering our people to be leaders at all levels. We expect our people to embrace and live our purpose and shared values, challenging themselves every day to identify issues that are most important to our clients, our people and the communities, and to make an impact that matters. In addition to living our purpose, Managers across our Firm are expected to:

  • Understand the goals of our clients and Deloitte, align our people to these objectives by setting clear priorities and direction
  • Influence clients, teams, and individuals positively. Lead by example and provide equal opportunity for people to grow, develop and succeed.
  • Establish a positive relationship with senior stakeholders
  • Delivers exceptional client service. Maximizes results and drives high performance from people while fostering collaboration across businesses and geographies
  • Manage diverse teams within a highly inclusive team culture where people are respected and valued for their contribution
  • Develop high-performing teams through challenging and meaningful opportunities and recognize them for the impact that they make


  • Possess minimum a Bachelor’s Degree in related disciplines such as credit modelling
  • Manager level (2 years-3 years in a manager role)
  • Credit modelling experience - Experience in building and validating Probability of Default (PD), Long Run PD, Loss Given Default (LGD), Exposure at Default (EAD), and provisioning model,
  • Experience with modelling tools
  • Experience with implementation of BASEL II (Credit Risk) -IRB Advance Approach using/setting frameworks, implementation and validation
  • Knowledge of IFRS9 reporting and implications on models
  • Strong proficiency in both written and spoken English
  • Ability to work to work remotely
  • Possess good organizational skills and able to prioritize work to meet tight deadlines

In Malaysia, the services are provided by Deloitte and other related entities in Malaysia ("Deloitte in Malaysia"), which are affiliates of Deloitte Southeast Asia Ltd. Deloitte Southeast Asia Ltd is a member firm of Deloitte Touche Tohmatsu Limited. Deloitte in Malaysia, which is within the Deloitte Network, is the entity that is providing this Website.

Due to volume of applications, we regret only shortlisted candidates will be notified.

For further information, and to apply, please visit our website via the “Apply” button below.

Candidates must be resident in Malaysia, or have the right to work in Malaysia.

Similar jobs

More searches like this

Similar jobs