Analyst, Group Model Development

4 days ago


Singapore MALAYAN BANKING BERHAD Full time

To develop risk models for Maybank Group in line with regulatory (Basel II, BNM or MAS) requirements as well as industry best practices. Main responsibility would be predominantly on **Credit Risk **models, with some added responsibility for FRS-related overlays as well.
- To present and explain/defend the modelling and review results to various management committees for endorsement and approval.
- To liaise with BNM, MAS and/or other countries’ regulators for regulatory approval and address any issues or gaps raised.
- To work with model implementation team to ensure successful rollout of new/ revised models.
- To conduct training and briefing sessions to internal users.
- To conduct regular review and monitoring of credit risk models and liaise with Model Validation during its annual model validation cycle.

**Role Requirements**:

- Possess professional qualification/ Doctorate/Masters/Bachelor’s Degree or its equivalent preferably in Finance, Applied Statistics, Actuarial Science, Economics, or other related/suitable quantitative discipline from a recognized University.
- Experienced in credit risk model development (at least 5 years) and able to independently develop and review models as well as to train less experienced staff.
- Experienced in data programming, analysis and manipulation using recognized programming languages.
- Well-versed with Basel requirements for risk estimations and capital calculation. Knowledge of FRS is an added advantage.
- Well-versed in either one of corporate/ commercial, consumer, retail SME and financial institution portfolio and products.
- Well-versed in statistical modelling methods, in particular, logistic regressions, segmentation techniques as well as the associated methods for handling low default count. Knowledge in artificial intelligence / machine learning techniques is an added advantage
- Self-assured and able to interact well with senior management levels. Good command of written and spoken English is a necessity.
- Experienced in managing project and able to multitask and deliver within tight deadlines. Understanding of Agile development method is an added advantage.



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