- Kuala Lumpur Federal Territory Malaysia
Alliance Bank Malaysia Berhad Hiring! Full Time Senior Executive, Data Modeller in Federal Territory - Ricebowl
Share
Save
Working Location
Job Description
Responsibilities
- Assist with the development, implementation, continuous monitoring and refinement of all MFRS9 models under Non-Retail portfolios, which include:
- PD (Probability of Default)
- EAD (Exposure at Default)
- LGD (Loss Given Default)
- FL MEV (Forward-Looking Macro-economic models)
- SICR (Significant Increase in Credit Risk)
- Assist with data extraction/ anomalies diagnosis/ cleaning, perform supporting analysis and assist in hypothesis testing during model development.
- Assist in preparing working files, data, and scripts for model validators, address validation logs, and support the resolution of model-related gaps and findings.
- Understand UAT requirement and perform detailed UAT, draft UAT test script and document the result to ensure accuracy of computation logic as described in functional specification/ CR raised.
- Assist with periodic model performance monitoring, identify and highlight any breaches of statistical thresholds, and perform additional analysis to support proposals for model changes or refinements.
- Conduct monthly analysis of ECL movements to explain key drivers and trends, providing insights to support management decision-making.
- Assist in developing automated reporting solutions and workflow enhancements to streamline ECL reporting processes, minimize manual intervention, and improve operational efficiency.
- Maintain and update manual adjustment and parameters files for monthly ECL computation, investigate and escalate to manager if abnormal trend observed, provide support in ensuring the accuracy of ECL computation.
- Assist with SOPs and documentation by incorporating updates related to model changes and ECL calculator maintenance, ensuring they reflect the latest practices, methodologies, and governance processes.
Important Information
Never provide your bank or credit card details when applying for jobs. Do not transfer any money or complete unrelated online surveys. If you see something suspicious, Report this Job ad.
Learn More