Assistant Manager - Risk Management (MFRS9 Credit Models)

Malaysia
Permanent
Full-time

1 month ago

If you are looking to excel and make a difference, take a closer look at us…

Participated in the development of MFRS9 and drive the performance of quarter-annual review of MFRS9 forward looking model which takes into account complex operating variables in risk modelling.
Responsible for the performance of sensitivity analysis based on historical macroeconomic variables (to generate upside/base/downside scenarios) and provide Financial Statements statutory disclosure information.
Enhancement of the model based on audit observations from BNM and Internal/External Audit.
Update policy and SOP based on latest changes to the model.
Upon handover of the model, provide support and guidance to the model owner.
Involve in automation - to provide requirement to vendor and to perform UAT.
Assist in addressing concerns or questions relating to the models.

About Hong Leong BankWe are a leading financial institution in Malaysia backed by a century of entrepreneurial heritage. Providing comprehensive financial services guided by a Digital-at-the-Core ethos has earned us industry recognition and accolades for our innovative approach in making banking simpler and more effortless for our customers. Our digital and physical offerings span across a vast nationwide network in Malaysia, strengthened with an expanding regional presence in Singapore, Hong Kong, Vietnam, Cambodia, and China.We seek to strike a balance between diversity, inclusion and merit to achieve our mission of infusing diversity in thinking and skillsets into our organisation. Candidates are assessed based on merit and potential, in line with our mission to attract and recruit the best talent available. Expanding on our “Digital at the Core” ethos, we are progressively digitising the employee journey and experience to provide a strong foundation for our people to drive life-long learning, achieve their career aspirations and grow talent from within our organisation.Realise your full potential at Hong Leong Bank by applying now.

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