Vice President Credit Modelling
Our client is a large local Financial Institution that covers the full spectrum of business.
- You are required to undertake model development and maintenance on retail, wholesale or FRS-9 provision credit models.
- You need to ensure the models meets BNM FRS9 standards.
- You are expected to identify key causal factors affecting PD LGD EAD outcomes and advising the business on further actions
- You should also undertake model repairs, re-development, and improvements where required.
- You will need to run impact analysis of model changes on RWA and provisions.
The Successful Applicant
- You should have a Quantitative related degree
- You need to possess Basel IRB model requirements knowledge
- You must have SAS programming ability
- You should possess minimum 5 years of direct mdelling experience
- You need to be delivery and deadline oriented
What's on Offer
* Employee Recognition.
* MNC Environment
Please contact Phoebe on (603) 9213 1665 or email at Phoebe.Chiew@Ambition.com.my