IFRS9 - based in Malaysia
The role sits within our Decision Analytics business, one of our four Global Business Lines and will be based in Cyberjaya, Malaysia.
You will be responsible for efficiently and effectively managing multiple and complex projects from concept to implementation on time, within budget and in line with client expectations. To be successful in this role, you need to have hands-on experience in building credit risk models with strong exposure in IFRS9 and solid programming experience in SAS or R, Python is an advantage.
This is a consultation role hence your communication skills is very crucial. You will get the opportunity to travel across South East Asia countries where you will be meeting clients to understand their requirements.
If you're successful, you will be relocating to Malaysia with fully sponsored work permit & dependent pass for your spouse and children. As an added bonus, your spouse and kids will also enjoy the employees' benefits. This role is also open for any nationalities.
What we're looking for in a candidate:
- 8-12 years- experience in credit risk modelling across customer life cycle
- Thorough understanding of the Application/Behaviour/Collection scorecard development process.
- Thorough understanding of PD, EAD and LGD model development & validation process.
- Thorough knowledge of the use and application of analytical methodologies Linier Regression, Logistic Regression etc
- Thorough understanding of segmentation techniques CHAID, CART etc.
- Good understanding of loss forecasting methodologies
- Significant experience of statistical / analytics project work
- Extensive experience of Managing large, multiple and complex projects within a complex, international organisation
- Experience of working in a financial services environment or Modelling department of International Banks
- Able to interpret technical features into commercial benefits.
- Strong analytical skills.
- Excellent communication and interpersonal skills.
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