Job Description
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...