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Wholesale Credit Risk Modelling (AVP / VP)

Job description

  • Dynamic working environment
  • Attractive remuneration
  • Excellent working culture

Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving Risk Portfolio Management ('RPM') function. RPM comprises of a broad range of functions primarily focused on credit portfolio management across banking subsidiaries.

Main Responsibilities:

  • Developing, implementing and managing the credit risk measurement framework encompassing credit risk scorecards and rating models, risk weighted assets determination, risk measurement data and systems infrastructure, policy and processes, expert guidance to users on usage and interpretation.
  • Assessing the risk and opportunities in the Bank's key markets and asset classes in the context of the Bank's risk appetite and against economic, structural and cyclical conditions.
  • Managing suite of portfolio dashboards and reports to the Board, senior management, functional risk committees and supervisory authorities.

Requirements:

  • At least 3-5 years & 5-7 years of corporate credit risk analytics / management for AVP and VP respectively.
  • Direct involvement in development or validation of credit risk models will be an advantage.
  • Good understanding of Basel and IFRS regulations.
  • Strong computational skills, preferably in SAS, SQL, Python etc.

To apply, please click "APPLY NOW" or email Rebekah at Rebekah.Kok@ambition.com.my quoting reference number #2567070. Data provided is for recruitment purposes only. *LI-IT

Due to the volume of applications received, we regret to inform you that only shortlisted candidates will be notified.

JTK Number: JTKSM 995 | Company Registration Number: 201301019088 (1048918-T)

If this job isn't quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer MYR500 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply. https://www.ambition.com.my/refer-a-friend