Model Analyst, Risk Model Analytics

Job responsibilities

• Develop and implement wholesale credit risk models in accordance with approved model specifications.
• Work with guidance from Team Lead / Unit Head during model development and enhancement activities.
• Ensure models meet internal model risk governance standards and regulatory requirements (BNM Basel II/III IRB, MFRS 9).
• Collaborate with vendors and external consultants on joint model development initiatives.
• Address findings raised by independent model validators, regulators (BNM), and internal/external auditors.
• Monitor model performance using the agreed monitoring framework on a timely basis.
• Identify performance deterioration, gaps, or issues and propose corrective action plans.
• Discuss monitoring results and recommendations with Team Lead / Unit Head.
• Recalibrate or enhance models as required and ensure successful rollout.
• Support the Model Implementati...