Risk Modeling & Data Science Specialist - Corporate

The Programme

Support the development and the monitoring of the credit risk models, also behavioral models for Asset Liability Management (ALM) for effective credit risk management and decision making in the Bank on the designated subject area.

Key Responsibilities:

Support Head, Corporate Risk Modeling & Data Science in relation to the respective area’s risk modeling activities. 
 
Technical Expertise: 

• Assist to develop and maintain industry leading credit risk models in accordance with Basel and MFRS requirements. 
• Assist to develop Asset Liability Management (ALM) behavioral model to identify the behavior of deposits and loans for application in Interest Rate Risk in the Banking Book (IRRBB)/Rate of Return Risk in the Banking Book (RORBB) 
• Assist in preparing clear and thorough model development documentation for regulatory submission and approval. 
• Assist in preparing model performance monitoring report for timely reporting to the management committee, the monitoring report served to provide insights to ensure correct use of model and enable critical decision making related to model recalibration or refinement. 
• Prepare test script, test cases and perform User Acceptance Test to ensure model is implemented as per expected. 
• Socialize with stakeholders including internal and business experts to gather business insight in the respective area of model development and data analytics, as well as to ensure the model is implemented as per expected.

Required Skills and Abilities

Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics, Data Science.

Professional Accreditation:

• CFA, FRM.

Preferred level of Experience (by years/function/industry):

• Minimum 1-2 years experiences or fresh graduate in good relevant qualifications.

Other skills required:

• Good understanding of the respective area’s business products and operations. 
• Good analytical skills. 
• Good statistical modeling knowledge. 
• Good understanding of relational databases and data models. 
• Good programming skills in data handling and statistical modeling.

About Us: 
 
We are a multinational regional financial services provider that is committed to deliver complete solutions to our clients through differentiated segment offerings and an ecosystem that supports simple, fast and seamless customer experience, underpinned by cohesive and inspired workforce and relationship built with stakeholders. 
 
Headquartered and listed in Malaysia, RHB Banking Group is the longest established local bank, formed though the mergers of several banks, the oldest of which was founded in 1913.  
 
RHB Banking Group and its subsidiaries provide a full range of services ranging from retail banking, business banking, corporate and investment banking, Islamic banking, transaction banking to treasury, insurance, asset management, private equity and stockbroking services.