About the Role
We are seeking a highly motivated Risk Modeling & Data Science Specialist to join our Corporate Risk Modeling & Data Science team at RHB Banking Group. In this role, you will support the Head of the department in the development and maintenance of advanced risk models, ensuring compliance with Basel and MFRS requirements. You will also contribute to behavioral modeling, regulatory submissions, and model performance monitoring, working closely with stakeholders to deliver high-quality risk insights and data-driven solutions.
What you will be doing
- 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 to 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 stakeholder including internal and business expert 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.
What we offer
At RHB Banking Group, we are committed to fostering a collaborative and inclusive work environment that empowers our employees to reach their full potential. We offer competitive remuneration, comprehensive benefits, and ample opportunities for professional development and career growth. Our wellness initiatives and flexible work arrangements also support a healthy work-life balance. If you're ready to be a part of our transformative journey, we encourage you to apply now.
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.
