Credit Risk Modelling

Kuala Lumpur, Kuala Lumpur OCBC

Posted 10 days ago

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Job Description

OCBC Federal Territory of Kuala Lumpur, Malaysia


Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving Risk Portfolio Management (RPM) function. RPM comprises of a broad range of functions primarily focused on credit portfolio management across banking subsidiaries within OCBC Group. This position is under the Credit Risk Modelling (CRM) team within RPM.


About the Team

CRM is a high-profile, multi-disciplinary risk analytics team that covers credit risk models at OCBC Group. The key functions CRM performs include developing, implementing and managing various types of credit risk models, such as Credit risk Scorecards, Internal Rating models, IFRS 9 based Expected Credit Loss models, Credit Stress Testing models, Economic Capital models and Machine Learning models that support Group’s credit risk measurement. These models are embedded in the credit underwriting, customer selection, limit setting, early warning and problem recognition, as well as assessment of capital and provision adequacy.


Responsibilities

  • Develop, implement, and maintain credit risk models supporting the Consumer, Small Business and Wholesale segments of the Group

  • Monitor, back-test and report performance of the models to ensure adherence to performance standards and early detection of weaknesses.

  • Develop and maintain user requirements, parameters and configurations of systems housing the models.

  • Develop in-depth expertise in credit risk modelling methodologies

  • Work closely with independent model validators to ensure compliance to model governance framework and timely closure of validation findings.

  • Engage with auditors and regulators to ensure compliance with relevant requirements.

  • Engage with various stakeholders to develop analytical solutions using model outputs in credit decisioning, business strategies, allowance, and capital assessment.


Job Requirements

  • Degree in Quantitative/Financial discipline, such as Accounting, Finance, Economics, Mathematics or Computer Science.

  • Working experience in credit analysis/modelling or credit risk management of Consumer, Small Business and/or Wholesale portfolios.

  • Analytical and independent thinker with strong written and verbal communication skills.

  • Ability to interact and communicate effectively with senior management.

  • At least 3-5 years / 5-7 years of relevant experience in a related area for Senior Analyst / Lead Analyst respectively.

  • Strong computational skills with an experience in handling data and performing quantitative analysis.

  • Good understanding of Basel III, IFRS regulations and credit products.


Seniority level

  • Associate


Employment type

  • Full-time


Job function

  • Other


Industries

  • Financial Services and Banking

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Credit Risk Specialist

Kuala Lumpur, Kuala Lumpur Ant International

Posted 10 days ago

Job Viewed

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Job Description

With advanced risk management strategies and model capabilities, Ant International Credit Service team provide risk-related consulting services to international partners who want to step into the lending business, including risk strategy and risk modeling support, ensuring rapid growth of credit business while effectively controlling risks and achieving a win-win situation.

Roles and Responsibilities
  • Understand the attributes of credit products, business scenarios, customer characteristics, and be familiar with the basic framework of risk strategies, including credit strategies for the new and repeated users; experience in overseas markets is preferred;
  • Use ecosystem data to design and formulate a full-process strategy for pre-loan, mid-loan and post-loan stages, implement, deploy and iterate strategy after collecting enough samples;
  • Work closely with business partners to drive risk-related analysis and tasks.
Requirements
  • At least 2 years of relevant experience in risk assessment, modeling and analysis; background in small and micro strategy is preferred
  • Good English listening, speaking, reading and writing skills
  • Willing to go for occasional business trips
  • Risk management related experiences in banks, Fin-tech companies, consumer finance is preferred
Seniority level
  • Mid-Senior level
Employment type
  • Full-time
Job function
  • Finance

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Credit Risk Specialist

Kuala Lumpur, Kuala Lumpur Ant International

Posted 10 days ago

Job Viewed

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Job Description

With advanced risk management strategies and model capabilities, Ant International Credit Service team provide risk-related consulting services to international partners who want to step into the lending business, including risk strategy and risk modeling support, ensuring rapid growth of credit business while effectively controlling risks and achieving a win-win situation.

Roles and Responsibilities

Understand the attributes of credit products, business scenarios, customer characteristics, and be familiar with the basic framework of risk strategies, including credit strategies for the new and repeated users; experience in overseas markets is preferred;

Use ecosystem data to design and formulate a full-process strategy for pre-loan, mid-loan and post-loan stages, implement, deploy and iterate strategy after collecting enough samples;

Work closely with business partners to drive risk-related analysis and tasks.

Requirements

At least 2 years of relevant experience in risk assessment, modeling and analysis; background in small and micro strategy is preferred

Good English listening, speaking, reading and writing skills

Willing to go for occasional business trips

Risk management related experiences in banks, Fin-tech companies, consumer finance is preferred

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance

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Credit Risk Modelling

Kuala Lumpur, Kuala Lumpur OCBC

Posted 11 days ago

Job Viewed

Tap Again To Close

Job Description

OCBC Federal Territory of Kuala Lumpur, Malaysia Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving Risk Portfolio Management (RPM) function. RPM comprises of a broad range of functions primarily focused on credit portfolio management across banking subsidiaries within OCBC Group. This position is under the Credit Risk Modelling (CRM) team within RPM. About the Team

CRM is a high-profile, multi-disciplinary risk analytics team that covers credit risk models at OCBC Group. The key functions CRM performs include developing, implementing and managing various types of credit risk models, such as Credit risk Scorecards, Internal Rating models, IFRS 9 based Expected Credit Loss models, Credit Stress Testing models, Economic Capital models and Machine Learning models that support Group’s credit risk measurement. These models are embedded in the credit underwriting, customer selection, limit setting, early warning and problem recognition, as well as assessment of capital and provision adequacy. Responsibilities

Develop, implement, and maintain credit risk models supporting the Consumer, Small Business and Wholesale segments of the Group Monitor, back-test and report performance of the models to ensure adherence to performance standards and early detection of weaknesses. Develop and maintain user requirements, parameters and configurations of systems housing the models. Develop in-depth expertise in credit risk modelling methodologies Work closely with independent model validators to ensure compliance to model governance framework and timely closure of validation findings. Engage with auditors and regulators to ensure compliance with relevant requirements. Engage with various stakeholders to develop analytical solutions using model outputs in credit decisioning, business strategies, allowance, and capital assessment. Job Requirements

Degree in Quantitative/Financial discipline, such as Accounting, Finance, Economics, Mathematics or Computer Science. Working experience in credit analysis/modelling or credit risk management of Consumer, Small Business and/or Wholesale portfolios. Analytical and independent thinker with strong written and verbal communication skills. Ability to interact and communicate effectively with senior management. At least 3-5 years / 5-7 years of relevant experience in a related area for Senior Analyst / Lead Analyst respectively. Strong computational skills with an experience in handling data and performing quantitative analysis. Good understanding of Basel III, IFRS regulations and credit products. Seniority level

Associate Employment type

Full-time Job function

Other Industries

Financial Services and Banking

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Specialist, Credit Risk Management

Kuala Lumpur, Kuala Lumpur Ryt Bank

Posted 10 days ago

Job Viewed

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Job Description

Ryt Bank is seeking an experienced and analytical professional to join our Credit Risk team in Kuala Lumpur, Malaysia. This role focuses on monitoring, analysing, and optimizing the credit portfolio while ensuring robust risk management practices in a fast-moving digital lending environment. The role is ideal for someone who thrives on data-driven insights, values precision, and is eager to contribute to the stability and growth of a digital-first bank.

Overview

Ryt Bank is seeking an experienced and analytical professional to join our Credit Risk team in Kuala Lumpur, Malaysia. This role focuses on monitoring, analysing, and optimizing the credit portfolio while ensuring robust risk management practices in a fast-moving digital lending environment. The role is ideal for someone who thrives on data-driven insights, values precision, and is eager to contribute to the stability and growth of a digital-first bank.

Responsibilities
  • Develop and maintain dashboards to track portfolio performance and segmentation analytics.
  • Conduct in-depth thematic portfolio reviews to identify weaknesses and opportunities for optimization.
  • Develop and manage credit risk scorecard models for underwriting and portfolio management.
  • Support the development, enhancement, and implementation of Expected Credit Loss (ECL) models and calculations.
Stakeholder Collaboration & Ad-Hoc Support
  • Partner with internal teams to align risk strategies with business goals.
  • Assist with other risk-related tasks and initiatives as assigned by the Head of Credit Risk.
Qualifications
  • Bachelor’s degree or higher in Mathematics, Statistics, Finance, or a related field.
  • Minimum 5 years of hands-on experience in banking or digital lending.
  • Strong technical expertise in credit and credit models.
  • Proficiency in data processing and statistical tools (e.g., R, Python, SQL).
  • Structured, data-driven thinker with the ability to translate insights into actionable recommendations.
  • Independent, proactive, and comfortable working with multiple stakeholders.
  • Experience shaping credit risk strategies at a fast-growing digital bank.
  • Work with cutting-edge tools and data to drive real business impact.
  • Gain exposure to innovative risk management practices in digital lending.
  • Competitive compensation and opportunities for professional growth.
What We Value
  • Revolutionary in our thinking
  • Innovative in our products, services, and the way we work
  • Genuine in our intentions
  • Honourable in our actions
  • Tenacious in overcoming challenges

If you’re ready to contribute to the backbone of responsible growth at Ryt Bank, we welcome you to bring your expertise and help us uphold the highest standards of credit risk management and professionalism.

Role Details
  • Seniority level: Mid-Senior level
  • Employment type: Full-time
  • Job function: Project Management, Other, and Accounting/Auditing
  • Industries: Banking, Financial Services, and Business Consulting and Services
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Specialist, Credit Risk Management

Kuala Lumpur, Kuala Lumpur Ryt Bank

Posted 11 days ago

Job Viewed

Tap Again To Close

Job Description

Ryt Bank is seeking an experienced and analytical professional to join our Credit Risk team in Kuala Lumpur, Malaysia. This role focuses on monitoring, analysing, and optimizing the credit portfolio while ensuring robust risk management practices in a fast-moving digital lending environment. The role is ideal for someone who thrives on data-driven insights, values precision, and is eager to contribute to the stability and growth of a digital-first bank. Overview

Ryt Bank is seeking an experienced and analytical professional to join our Credit Risk team in Kuala Lumpur, Malaysia. This role focuses on monitoring, analysing, and optimizing the credit portfolio while ensuring robust risk management practices in a fast-moving digital lending environment. The role is ideal for someone who thrives on data-driven insights, values precision, and is eager to contribute to the stability and growth of a digital-first bank. Responsibilities

Develop and maintain dashboards to track portfolio performance and segmentation analytics. Conduct in-depth thematic portfolio reviews to identify weaknesses and opportunities for optimization. Develop and manage credit risk scorecard models for underwriting and portfolio management. Support the development, enhancement, and implementation of Expected Credit Loss (ECL) models and calculations. Stakeholder Collaboration & Ad-Hoc Support

Partner with internal teams to align risk strategies with business goals. Assist with other risk-related tasks and initiatives as assigned by the Head of Credit Risk. Qualifications

Bachelor’s degree or higher in Mathematics, Statistics, Finance, or a related field. Minimum 5 years of hands-on experience in banking or digital lending. Strong technical expertise in credit and credit models. Proficiency in data processing and statistical tools (e.g., R, Python, SQL). Structured, data-driven thinker with the ability to translate insights into actionable recommendations. Independent, proactive, and comfortable working with multiple stakeholders. Experience shaping credit risk strategies at a fast-growing digital bank. Work with cutting-edge tools and data to drive real business impact. Gain exposure to innovative risk management practices in digital lending. Competitive compensation and opportunities for professional growth. What We Value

Revolutionary

in our thinking Innovative

in our products, services, and the way we work Genuine

in our intentions Honourable

in our actions Tenacious

in overcoming challenges If you’re ready to contribute to the backbone of responsible growth at Ryt Bank, we welcome you to bring your expertise and help us uphold the highest standards of credit risk management and professionalism. Role Details

Seniority level: Mid-Senior level Employment type: Full-time Job function: Project Management, Other, and Accounting/Auditing Industries: Banking, Financial Services, and Business Consulting and Services

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Senior Credit Risk Analyst

Kuala Lumpur, Kuala Lumpur RHB Banking Group

Posted today

Job Viewed

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Job Description

Join to apply for the Senior Credit Risk Analyst role at RHB Banking Group

3 days ago Be among the first 25 applicants

Join to apply for the Senior Credit Risk Analyst role at RHB Banking Group

  • Develop, review and implement RAC for higher risk sector for Non-Retail Malaysia Operations and Overseas Operations.
  • Identification of new emerging risk in sector other than selected higher risk sectors.
  • Involve in annual review on effectiveness of RAC in managing high risk sectors / customers.
  • Support Section Head in engaging/liaising with business counterparts in addressing pertinent RAC issues and follow-up with business on action plans; undertake impact studies where required.
  • Development and maintenance of relevant policy/guidelines/procedures

Risk Acceptance Criteria (RAC)

  • Develop, review and implement RAC for higher risk sector for Non-Retail Malaysia Operations and Overseas Operations.
  • Identification of new emerging risk in sector other than selected higher risk sectors.
  • Involve in annual review on effectiveness of RAC in managing high risk sectors / customers.
  • Support Section Head in engaging/liaising with business counterparts in addressing pertinent RAC issues and follow-up with business on action plans; undertake impact studies where required.
  • Development and maintenance of relevant policy/guidelines/procedures

Early Warning Surveillance (EWS)

  • To identify potential problematic accounts via EWS statistical tools, include conducting cursory assessment based on fresh triggers, market news etc.
  • Ensure timely highlight of potential high-risk exposure in relation to Emerging Risk.
  • Take charge of preparation and issuances of:
  • Early Warning Alert Report on quarterly basis.
  • Expected Default Frequency (EDF) report on monthly basis.
  • Shares concentration monitoring reports on monthly basis.
  • Monitor and ensure admission of borrowing accounts into watchlist monitoring based on prescribed EWS trigger criteria.
  • Timely alert of adverse market news.
  • Review EWS trigger and controls.
  • Support annual review on effectiveness of EWS statistical tools in identifying vulnerable customers.
  • Development and maintenance of relevant policy/guidelines/procedures.

Portfolio deep dive/thematic review, such as

  • Impact analysis of economical triggers for example depreciation of MYR against USD to RHB Non-Retail portfolio.

Others

  • Assist in ad-hoc projects and exercises as requested by superiors or stakeholders, providing suitable reports and recommendations as needed.
  • Undertake assignments as assigned by supervisor from time to time.
Seniority level
  • Seniority level Mid-Senior level
Employment type
  • Employment type Full-time
Job function
  • Job function Finance and Sales

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About the latest Credit risk Jobs in Kuala Lumpur !

Senior Manager, Credit Risk

Kuala Lumpur, Kuala Lumpur PT Mitrausaha Indonesia Grup

Posted 1 day ago

Job Viewed

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Job Description

Funding Societies | Modalku is the largest SME digital financing platform in Southeast Asia. We are licensed in Singapore, Indonesia, Thailand, and registered in Malaysia. We are backed by Sequoia India and Softbank Ventures Asia Corp amongst many others and provide business financing to small and medium-sized enterprises (SMEs), which is crowdfunded by individual and institutional investors.

And here at Funding Societies | Modalku we live by our core values:

  • Grow Relentlessly: Strive to become our best, most authentic selves.
  • Enable Teamwork, Disable Politics: Only by forging togetherness, we help each other succeed.
  • Test Measure Act: Stay curious and reinvent ourselves, through innovation and experimentation.
  • Focus on Impact: Create impact through bias for action and tangible results.
  • Serve with Obsession: Build win-win relationships for the long-term by having a customer obsession.

This role will be responsible for overseeing the company’s credit and risk matters, ensuring that all credit-related activities are in compliance with both internal policies and external regulatory requirements; including credit underwriting, operations, and collection activities.

What will you do:

  • Implement and ensure customer selection and acceptance framework to be within the acceptable credit decisioning framework and in compliance with internal and external guidelines/procedures/limits.
  • Identify emerging and material risks within product portfolio and provide recommendations and solutions to Management team on credit & recovery risk portfolio management.
  • Provide subject matter expert recommendations, advice, input/counsel to relevant stakeholders inclusive of Business Unit, Credit & Risk Committees or Management, as and when needed.
  • Provide feedback and guidance on the best practices and advise on acceptable structure of financing applications to business unit.
  • Develop, enhance and monitor the performance of the credit scoring systems and statistical models in credit decision.
  • Manage and monitor the efficacy of credit policies, procedures, and supporting mechanisms in controlling credit risk and making appropriate credit-related recommendations.

What are we looking for:

  • Minimum 7 years of experience in credit (underwriting & operations).
  • Strong analytical and problem-solving skills with ability to analyse and interpret credit and repayment data.
  • Ability to execute and drive projects to completion in a timely manner.
  • Experience in handling SME portfolio.
  • Strong knowledge of lending principles and credit management in Financial Service environment.
  • Knowledge and experience in financial product development.
  • Experience in managing a team and work collaboratively with cross-functional/department team members across the company.
  • Performance-driven and ability to work under pressure to meet targets.
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Senior Credit Risk Analyst

Kuala Lumpur, Kuala Lumpur RHB Banking Group

Posted 2 days ago

Job Viewed

Tap Again To Close

Job Description

Responsibilities

  • Develop, review and implement RAC for higher risk sector for Non-Retail Malaysia Operations and Overseas Operations.
  • Identification of new emerging risk in sector other than selected higher risk sectors.
  • Involve in annual review on effectiveness of RAC in managing high risk sectors / customers.
  • Support Section Head in engaging/liaising with business counterparts in addressing pertinent RAC issues and follow-up with business on action plans; undertake impact studies where required.
  • Development and maintenance of relevant policy/guidelines/procedures

Early Warning Surveillance (EWS)

  • To identify potential problematic accounts via EWS statistical tools, include conducting cursory assessment based on fresh triggers, market news etc.
  • Ensure timely highlight of potential high-risk exposure in relation to Emerging Risk.
  • Take charge of preparation and issuances of:
  • Early Warning Alert Report on quarterly basis.
  • Expected Default Frequency (EDF) report on monthly basis.
  • Shares concentration monitoring reports on monthly basis.
  • Monitor and ensure admission of borrowing accounts into watchlist monitoring based on prescribed EWS trigger criteria.
  • Timely alert of adverse market news.
  • Review EWS trigger and controls.
  • Support annual review on effectiveness of EWS statistical tools in identifying vulnerable customers.
  • Development and maintenance of relevant policy/guidelines/procedures.
  • Impact analysis of economical triggers for example depreciation of MYR against USD to RHB Non-Retail portfolio.

Others

  • Assist in ad-hoc projects and exercises as requested by superiors or stakeholders, providing suitable reports and recommendations as needed.
  • Undertake assignments as assigned by supervisor from time to time.
Seniority level
  • Associate
Employment type
  • Full-time
Job function
  • Accounting/Auditing
Industries
  • Banking

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Senior Manager, Credit Risk

Kuala Lumpur, Kuala Lumpur Funding Societies | Modalku Group

Posted 10 days ago

Job Viewed

Tap Again To Close

Job Description

Funding Societies | Modalku is the largest SME digital finance platform in Southeast Asia. We are licensed and operating in Singapore, Indonesia, Thailand, Malaysia and Vietnam, and backed by Sequoia India (Peak XV), Softbank Vision Fund, Khazanah and SMBC bank amongst many others. Funding Societies | Modalku provides business financing to small and medium-sized enterprises (SMEs), which is funded by individual and institutional investors, as well as payments solutions to SMEs and consumers.

Here at Funding Societies | Modalku we live by our core values GETFS:

  • Grow Relentlessly: Strive to become our best, most authentic selves
  • Enable Teamwork, Disable Politics: Only by forging togetherness, we help each other succeed
  • Test Measure Act: Stay curious and reinvent ourselves, through innovation and experimentation
  • Focus on Impact: Create impact through bias for action and tangible results
  • Serve with Obsession: Build win-win relationships for the long-term by having a customer obsession

This role will be responsible for overseeing the company's credit and risk matters, ensuring that all credit related activities are in compliance with internal policies and external regulatory requirements; including credit underwriting, operations and collection activities. The role will lead and manage a team of credit professionals to ensure all key metrics are met.

What will you do:

  • To implement and ensure customer selection and acceptance framework to be within the acceptable credit decisioning framework and in compliance with internal and external guidelines/procedures/limits
  • To identify emerging and material risks within product portfolio and provide recommendations and solutions to Management on credit & recovery risk portfolio management
  • To provide subject matter expert recommendations, advice, input/counsel to relevant stakeholders including Business Unit, Credit & Risk Committees or Management as needed
  • To provide feedback and guidance on best practices and advise on acceptable structure of financing applications to the business unit
  • To develop, enhance and monitor the performance of the credit scoring systems and statistical models in credit decision
  • To manage and monitor the efficacy of credit policies, procedures and supporting mechanisms in controlling credit risk and making appropriate credit related recommendations

Requirements

What are we looking for:

  • Minimum 7 years of experience in credit (underwriting & operations)
  • Strong analytical and problem solving skills with ability to analyse and interpret credit and repayment data
  • Ability to execute and drive projects to completion in a timely manner
  • Experience in handling SME portfolio
  • Strong knowledge of lending principles and credit management in Financial Service environment
  • Knowledge and experience in financial product development
  • Experience in managing a team and work collaboratively with cross functional/department teams
  • Performance driven and ability to work under pressure to meet targets

Benefits

  • Time off - flexible paid vacations and observed holidays; personal days on birthdays and work anniversaries
  • Flexible working - space to accommodate individual working styles
  • Medical benefits - health insurance coverage for employees and dependents
  • Mental health and wellness - org-wide wellness initiatives and wellbeing coaching
  • Tech support - company laptop and necessary tools to enable productivity

Interested to know more about us? Learn about our Stories here.

/div>

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