
SR&T Consultant, Financial Risk (Credit Risk Modeler)
- Kuala Lumpur
- Permanent
- Full-time
- Develop, maintain, and calibrate existing quantitative risk models, including provisioning models and credit scoring tailored to various portfolio types and financial institutions.
- Perform both conceptual and quantitative reviews of models, including validation, using programming scripts or automated tools.
- Provide business insights on post-model adjustments, such as management overlays.
- Research risk management topics and stay updated on recent industry developments.
- Prepare comprehensive model documentation, reports, or presentations to communicate methodologies and results to clients.
- Effectively convey observations, results, thoughts, and initiatives to client stakeholders in both Thai and English through proficient presentation during virtual and in-person meetings as needed.
- Propose innovative ideas to enhance team efficiency and effectiveness.
- Collaborate with colleagues and clients across multiple countries, primarily within Southeast Asia.
- Support partners and directors in preparing client proposals under tight deadlines.
- Mentor and onboard junior staff, ensuring the delivery of high-quality work.
- Understand the expectations set and demonstrate personal accountability for keeping their own performance on track.
- Understand how our daily work contributes to the priorities of the team and the business.
- Demonstrate strong commitment to personal learning and development.
- Actively focus on developing effective communication and relationship-building skills, with stakeholders, clients and team.
- A degree, preferably in technical engineering, statistics, economics, mathematics, finance, accountancy, or a related field.
- Possess a minimum of 3 years of relevant work experience. A background in banking or financial institutions is preferred, but this can be supplemented with significant knowledge of the financial markets and banking industry.
- Strong knowledge of risk management, with a focus on one of the risk domains namely credit risk, market risk, operational risk and climate risk preferred.
- Ability to work independently and collaboratively with a diverse range of staff on qualitative and quantitative risk management in multitasking and cross-country settings
- Proficient in data analytics or statistical analysis tools (i.e., Python and SAS), with advanced Excel skills.
- Experience in mentoring and coaching at least 2-3 junior team members.
- Proficient in business-level English, with the ability to communicate ideas and prepare professional client presentations.