Key Responsibilities:
Support Head, Risk Modeling in relation to activities below, be the custody of model repository and accountable for effective model risk management within risk modeling across the region.
Technical Expertise:
- Prepare model performance monitoring reports and accountable for accurate, timely reporting to the management committee.
- The monitoring report served to provide insights to ensure correct use of model and facilitate critical decision making related to model recalibration or refinement.
- Review and on-going improvement in model performance monitoring process and automation.
- Knowledge of scripting particularly in SAS, Python, data savvy and able to work with huge datasets to ensure ongoing model monitoring in accordance to Basel and MFRS requirements.
- Drill down into data/trend identified from the data. Presents and discusses analysis, model monitoring results i.e. identify area of concern and its thought/rational.
- Recommend and establish standards, guidelines and processes that improve model monitoring approaches.
- Comprehensive awareness of the business, regulatory environment, technology and trends and ensure these are reflected in the models monitoring in timely and accurate manner.
Stakeholder Management:
- Strong communication skills. Ability to communicate model monitoring result through compelling narratives within the team as well as to different business leaders and provide value added input to make data driven business decision as well as model enhancement initiatives.
- Socialize with business expert to gather business insight in the respective area of model monitoring and data analytics.
- Collaboration within the team and related parties correspondence to data related activities i.e. data derivation rules etc.
Requirements:
- Bachelor Degree - Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics.
- Minimum 3-4 years relevant experiences
- Good knowledge of relevant regulatory requirements on risk models and risk parameters.
- Good understanding on 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.
Top Skills
What We Do
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.
TOGETHER WE PROGRESS
Our strong heritage is the foundation of our commitment to continue serving the community. For over a 100 years, we have been helping people and businesses grow and succeed, and will continue to do so.
Our experience gives us an in-depth understanding of the needs of our customers and partners, inspiring us to constantly innovate and improve to serve them better. With their unending support, we have established ourselves with a strong footprint throughout Malaysia and we are now present in 9 other countries across the ASEAN region.
We hope our legacy and pursuit for excellence continues as we tirelessly cultivate and nurture the next generation through our actions and words, preparing a brighter future ahead.
We thank those who believe in us and welcome everyone to join us on our exciting journey of progress. The time has come for us to move forward in unison, to realise our greater potential together. Our new brand promise "Together We Progress” honours our past, celebrates the present and welcomes the future.
We invite you to join us as we work towards a better and brighter future for all.
