Role Overview:

The primary purpose of this role is to provide additional support in terms of analytical work such model validation, and implementation.

Specific duties and responsibilities:

• Provide assistant in the calibration, enhancements, and development of the bank’s Internal Credit Risk Rating System (ICRRS), as well as the company's Scoring Model based on the regulatory requirements.
• Shall also be assigned to perform ECL-related tasks as well as ad hoc assignments that may be assigned occasionally.

Qualifications:

• Graduate of BS Statistic or Mathematics
• At least 1-3 years’ work experience in quantitative credit risk analysis and/ or risk modeling, R-Studio
• Experience in ECL Modeling or R-Studio
• Proficient in Programming and Algorithms: R, Python, SAS, SQL, C++, Java, VBA and MS...