Assistant Manager - Credit Risk Validation
- Recruiter
- CIMB Bank Berhad
- Location
- Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur
- Salary
- tbd
- Posted
- 13 Sep 2021
- Closes
- 13 Oct 2021
- Approved employers
- Approved employer
- Job role
- Compliance/risk
- Contract type
- Permanent
- Hours
- Full time
- Experience level
- Part qualified, Newly qualified
Job Purpose:
- The person is responsible to perform validation works as guided by BNM guidelines on the Credit rating systems estimates of the risk components and the processes by which the internal ratings are obtained and used by the Bank
- The person is to provide recommendations to modelling team and business users where areas are of a concern in complying IFRS9 and BNM guidelines
Job Scope:
- The scope of the role is to extensively backtest the risk models and identify the weaknesses of the risk models and gaps in the model usage as well as policy frameworks
- The person is responsible to find innovative solution and recommendation to the risk model developers and the model user
Job Responsibilities:
- Analyse data and perform back testing to the risk models to measure the model performance
- Identify the model risk and provide recommendations to the stakeholder
- Prepare model validation report for Board submission
- Monitoring all outstanding matters in the validation reports to GRC
Job Requirements:
- Degree in Statistics, Actuarial Science or Economics
- Experience in R, Python programming or Machine Learning modelling is preferable
- Good communication skills both, verbal and written. Able to work with diverse range of business partners, co-workers and management with superior communication and presentation skills
- Good understanding of Bank’s product and overall credit underwriting process and risk involved.
- Good statistics and mathematics background. Able to interpret statistical / mathematical test well and provide recommendation.
- Strong data mining knowledge and data processing skills i.e. SAS, SPSS.
- Good project management skill.
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