Lead Specialist, Risk Modelling & Data Science – GXBank
Role Summary
The Lead Specialist, Risk Modelling & Data Science is responsible for developing and implementing a risk modelling framework and portfolio analytics tools to manage credit exposures. This role significantly impacts the management of credit risk for Retail and MSME sectors, ensuring compliance with regulatory requirements and alignment with group-wide frameworks.
Job Description
In this role, you will engage in the day-to-day development of risk models and analytics tools, collaborating with various teams to enhance credit risk management. You will work in a dynamic environment focused on innovation and compliance, contributing to the overall risk strategy of the organization.
Key Responsibilities:
- Develop and implement a risk modelling framework
- Create credit risk scorecards for Retail and MSME portfolios
- Conduct scorecard annual reviews and portfolio stress testing
- Maintain a comprehensive risk database
- Develop ECL models to meet MFRS9 requirements
- Synchronize with group-wide risk frameworks and reporting
- Optimize scorecard cut-offs for effective risk management
Job Requirements
Bachelor's degree in Finance, Statistics, Mathematics, or related field
Professional certification in risk management or data science is a plus
Minimum 3 years of experience in risk modelling or data analysis
Proficiency in statistical software and programming languages
Strong analytical and problem-solving skills
Excellent communication and teamwork abilities
Quick Info
Company
GXBank
Location
Kuala Lumpur
Salary
—
Skills Required
6 skills
Click to submit your application
Required Skills
Risk Modelling
Data Analysis
Statistical Software
Programming
Communication
Problem-Solving
Application Tips
- Ensure your resume highlights relevant skills and experience
- Tailor your application to match the role requirements
- Double-check all information before submitting
- Submit your application as soon as possible to increase your chances