CIMB Bank Berhad

Assistant Manager - Credit Risk Validation

Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur
13 Sep 2021
13 Oct 2021
Approved employers
Approved employer
Job role
Contract type
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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