Kerja Sepenuh Masa, Manager, Credit Scoring di Alliance Bank Malaysia Berhad Federal Territory - Maukerja

Job Purpose

Develop, maintain and review credit risk scorecards (including application and behavioural scorecards), primarily focusing on SME and Digital SME segments.

Key Responsibilities

• Maintain and review existing credit risk scorecards and cut-off strategies for the SME and Digital SME segment. This includes the SME and Digital SME application scorecards, behavioural scorecards, bank statement scorecards and other scorecards that may be developed to support business strategy and underwriting.
• Where necessary to redevelop or enhance credit risk scorecards and cut-off strategies to ensure that models remain fit-for-purpose. This includes scoping, design, model development, supporting independent validation and model implementation, to ensure that outputs align with business objectives and meet project requirements.
• Conduct model performance monitoring of scorecards and cut-offs to ensure continued relevant and compliance with applicable guidelines and standards.
• Conduct ad-hoc analyses related to credit risk scorecards and cut-off strategies.
• Collaborate closely with the internal validation team to ensure identified gaps are addressed and resolved promptly.

Qualifications

• Bachelors Degree in actuarial science, mathematics, statistics or related quantitative field.
• 3 – 5 years of work experience in credit analytics, risk modelling or related field.
• Good understanding of predictive modelling techniques and their application.
• Familiarity with programming languages such as SAS and SQL. Familiarity with other programming languages such as Python, MATLAB, R, VBA is an added advantage.
• Possesses strong quantitative or mathematical background, logical thought process and abstract thinking.