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affin group

Senior Manager, Modeller - Group Credit Management

affin group
Malaysia, Kuala Lumpur
7-9 Years
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  • Posted 4 months ago
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Job Description

Create the future with Affin! You too can make a difference.

We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.

  • More than 7 years experience in developing and maintaining IRB models, scorecards and MFRS9 models including PD, EAD and LGD models.
  • Ensuring data used for model development, recalibration, re-baseline, monitoring, and review are accurate, sound and align with expectation.
  • To perform/assist in scorecard/model development, recalibration, re-baseline project - ensuring modelling methodologies are acceptable, validating vendor's work and involved in implementation.
  • Responsible in model monitoring and review of models including but not exhaustive to IRB, MFRS9 and other credit models on monthly/quarterly basis to ensure the scorecards/models are performing and stable.
  • Assist in implementation of models.
  • Supporting business unit/model users on credit model related matters, and raising issues to concerning models to team lead.
  • Involve in system enhancements that relate to scorecards/models or STP/business rules.
  • Acts as a shadow to team lead and guiding junior modellers.
  • Skilled in Excel, SAS and Python (preferably) languages, and proficient in writing papers and documentation.

More Info

Job Type:
Permanent Job
Industry:
Other
Function:
Financial Services
Employment Type:
Full time

About Company

affin group

Job ID: 142090345

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Last Updated: 23-05-2026 09:44:04 PM
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