Job Description
Manager, Finance - Business Finance Advisory & Financial Reporting Standards MY
Malaysia
Job Description
- As a key developer of FRS9 models (Probability of Default, Loss Given Default and Exposure at Default).
- To study actual historical data and support stakeholders if the business portfolio has sufficient data to develop a robust performance model for Expected Credit Loss quantification.
- To conduct in-depth analysis and data preparation for various model components. Example: Model assumptions, recovery data, cure data, discount rate, workout period, data exclusions, risk drivers and etcs.
- To analyze and study the optimal selection of performance data period range to best reflect the business portfolio.
- To explore and investigate changes in customer behaviour across different time events.
- To identify appropriate model scope and detect homogenius pools to be incorporated as risk assessment.
- To condu...