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Develop/support the recalibration and refinement of MFRS 9 models for retail and non-retail portfolios which are in line with the requirements of the accounting standards
Work with business users and IT users to prepare/review data requirements and business requirements for model development, refinement and enhancement of models
Participate in the model implementation and deployment to operationalise the MFRS 9 models for use
Assist in model performance monitoring and reporting
A recognised Degree in Statistics/Mathematics, Financial Engineering or other related quantitative discipline with at least 2 years of related working experience, preferably in retail scorecard/model development and validation, credit operations and/or credit risk management
Excellent analytical, problem solving, quantitative and decision making skills
Meticulous, organised and able to provide high quality documentation
Experience in Base SAS programming language and data analytics using SAS software. Familiar with various database structures and able to work with IT teams on data extraction
Knowledge of MFRS 9 loan impairment models and familiarity with applying relevant statistical techniques and tools will be an added advantage
Good working knowledge of the MFRS 9 standards and guidelines on Basel II Advanced Internal Rating-Based Approach will be an added advantage