1) ABMB Data Modeller for FRS9 project
Responsible for developing and validating on Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) and Expected Credit Loss (ECL) model in accordance with MFRS9 requirements
Involve validating data and final model result, identify data quality issues (if any) and work closely with ABMB internal team (Group Credit, Group Risk, Business users, IT etc) to support and facilitate vendor’s request in the entire model development process and to meet project timeline.
Skills / Experiences
- Possess a Bachelor's Degree in Statistics, Econometrics or Mathematics, with at minimum 3 years experience in the banking / financial Industry will be having an added advantage.
- Modelling skills / Statistical skills, participated in Basel / Credit Scoring / iFRS project model development and implementation
- Experience using SAS or other modelling tools, SQL, VBA, Java, Model Builder.
- Ability to organise tasks and manage time to consistently meet deadlines.
Fresh graduates are encouraged to apply.
>>Job Description for Data Modeller
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