Risk Modelling & Data Scientist Specialist (Start ASAP)

Support development and monitoring of regulatory compliant credit risk models at RHB in Kuala Lumpur.

Your role

Responsibilities

• Support Head, Retail Risk Modeling in risk modeling activities.
• Assist in developing and maintaining credit risk models per Basel and MFRS requirements.
• Develop ALM behavioral models for Interest Rate Risk in the Banking Book.
• Create early warning models predicting customer arrears.
• Prepare model development documentation for regulatory submission.
• Generate model performance monitoring reports for management.
• Conduct User Acceptance Tests to ensure model implementation.
• Collaborate with stakeholders for model development and data analytics.

About you

Qualifications

• Bachelor Degree in Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics, or Data Science.
• CF...