MGR, Analyst (Kuala Lumpur)
UOB · Kuala Lumpur (City Area)
Full-timeonsitemidFinanceTechnology
รายละเอียดงาน / Description
Based in Malaysia, this role involves developing and maintaining credit risk rating models for a leading bank. The successful candidate will be responsible for annual model reviews, working with large datasets, and ensuring compliance with regulatory requirements. This position requires collaboration with business experts to gather insights and present analytical findings to working groups and senior management.
หน้าที่ความรับผิดชอบ / Responsibilities
- Conduct annual reviews of credit rating models and manage the credit process for the WB portfolio.
- Develop and maintain credit risk rating models using large datasets, adhering to Basel and MFRS standards.
- Collaborate with business experts to gather insights for model development and data analytics.
- Present and discuss model analysis, approaches, and results with internal teams.
- Prepare user requirements, review specifications, and perform UAT for credit systems.
- Document model development and enhancements for regulatory submissions and approvals.
คุณสมบัติ / Qualifications
- Degree in Statistics, Actuarial Science, or Economics.
- Minimum of 3-4 years of relevant professional experience.
- Strong understanding of regulatory requirements for risk models and parameters.
- Good knowledge of banking products and credit underwriting processes.
- Solid background in statistics and mathematics, with interpretation skills.
- Proficiency in programming for data handling and statistical modeling.
ทักษะที่ต้องการ / Required skills
- Statistics
- Actuarial Science
- Economics
- Credit Risk Modeling
- Data Analysis
- Regulatory Compliance
- Project Management
- Relational Databases
- Data Models
ทักษะเพิ่มเติม / Nice to have
- SAS
- Python
- Machine Learning