FRM, Senior Associate/ Asst Manager/ Manager

  • 37422
  • Life - Other
  • |
  • Malaysia
  • |
  • 5 days ago
Consulting
RESPONSIBILITIES
  • Development of credit risk measurement models; focusing on Basel Internal Ratings Based and IFRS credit loss modelling.
QUALIFICATIONS
  • Level, Manager and above:
  • Candidate must possess at least a Professional Certificate, Bachelor Degree, Professional Degree in Mathematics, Statistics, Computer Science, Actuarial Science, Economics, Engineering or similar quantitative field.
  • 5+ years of working experience; 2-5 years of actual hands-on experience in loss forecasting, stress testing, credit scorecards, risk rating methodologies, Basel II/III and applicable regulatory guidelines.
  • 2+ years of project management / lead role and / or consulting experience.
  • Familiarity with SAS solutions including SAS ETL process.
  • Familiarity with banking products.
  • Project management experience.
  • Quantitatively inclined with a good understanding of applied statistics and mathematics.
  • Develop, review and / or validate credit, market or operational risk measurement models.
  • Level, Assistant Manager:
  • Candidate must possess at least a Professional Certificate, Bachelor Degree, Professional Degree in Mathematics, Statistics, Computer Science, Actuarial Science, Economics, Engineering or similar quantitative field.
  • 4+ years of working experience; Actual hands-on experience in loss forecasting, stress testing, credit scorecards, risk rating methodologies, Basel II/III and applicable regulatory guidelines.
  • Familiarity with SAS solutions including SAS ETL process.
  • Familiarity with banking products.
  • Quantitatively inclined with a good understanding of applied statistics and mathematics.
  • Develop, review and / or validate credit, market or operational risk measurement models.