[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"job-risk-modelling-data-scientist-specialist-rhb-bank-berhad-en-my":3},{"id":4,"slug":5,"title":6,"description":7,"company":8,"is_featured":11,"featured_until":7,"is_active":11,"deactivated_at":12,"is_enriched":13,"processed_job_posting_json":14,"processed_latitude":73,"processed_longitude":74,"processed_employment_types":75,"processed_working_hours":76,"processed_working_hours_labels":78,"processed_home_office":79,"processed_salary_min":70,"processed_salary_max":71,"processed_salary_currency":67,"processed_salary_source":80,"processed_benefits":81,"processed_benefits_labels":87,"processed_industry":88,"processed_skills":7,"processed_job_location":89,"processed_full_address_gmaps":91,"processed_street_gmaps":93,"processed_city_gmaps":95,"processed_postal_code_gmaps":96,"processed_country_gmaps":98,"processed_country_iso_code_gmaps":100,"full_description":18,"formatted_description":101,"processed_employment_types_labels":37,"processed_home_office_labels":35,"processed_industry_labels":39,"processed_it_skills":102,"processed_it_skills_labels":104,"processed_soft_skills":105,"processed_soft_skills_labels":107,"processed_job_expertise_skills":108,"processed_job_expertise_skills_labels":109,"processed_language_requirements":110,"processed_total_experience_years":103,"processed_professional_field":117,"processed_professional_field_labels":119,"processed_leadership_role":11,"processed_date_posted":21,"raw_job_url":120,"apply_url":7,"raw_hiringOrganization_logo_url":7,"translations":7,"canonical_industry_key":121,"canonical_industry_label":122,"max_cpc":123,"actual_cpc":7},77033,"risk-modelling-data-scientist-specialist-rhb-bank-berhad","Risk Modelling & Data Scientist Specialist",null,{"name":9,"slug":10,"logo_url":7},"RHB Bank Berhad","rhb-bank-berhad",false,"2026-11-01",true,{"@context":15,"@type":16,"title":17,"description":18,"hiringOrganization":19,"datePosted":21,"validThrough":22,"jobLocation":23,"jobLocationType":35,"employmentType":36,"industry":38,"skills":40,"baseSalary":65},"https:\u002F\u002Fschema.org\u002F","JobPosting","Risk Modelling & Data Scientist Specialist","Primary Objective: Support development and the monitoring of the industry leading regulatory compliant credit risk models, also internal models for early warning as well as behavioral models for Asset Liability Management (ALM) for effective risk management and decision making in the Bank on the designated subject area. Key Responsibilities: Support Head, Retail Risk Modeling in relation to the respective area’s risk modeling activities. Technical Expertise: Assist to develop and maintain industry leading credit risk models in accordance to Basel and MFRS requirements. Assist to develop Asset Liability Management (ALM) behavioral model to identify the behavior of deposits and loans for application in Interest Rate Risk in the Banking Book (IRRBB)\u002FRate of Return Risk in the Banking Book (RORBB). Assist to develop early warning model which predicts the likelihood of a customer moving from performing to arrears. Assist in preparing clear and thorough model development documentation for regulatory submission and approval. Assist in preparing model performance monitoring report for timely reporting to the management committee, the monitoring report served to provide insights to ensure correct use of model and enable critical decision making related to model recalibration or refinement. Prepare test script, test cases and perform User Acceptance Test to ensure model is implemented as per expected. Socialize with stakeholder including internal and business expert to gather business insight in the respective area of model development and data analytics.as well as to ensure the model is implemented as per expected. Requirements: Bachelor Degree - Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics, Data Science. CFA, FRM Minimum 1-2 years experiences or fresh graduate in good relevant qualifications. Good understanding on the respective area’s business products and operations. Good analytical skills. Good statistical modeling knowledge. Good understanding of relational databases and data models. A mantra for our clients, customers, partners and every member of the RHB family. Yes, you. Our employees are one of the reasons we are here today. Dynamic, forward-thinking and progressive, there is a reason why we are an award-winning financial institution. Join us today and be a part of a winning family. At RHB, we take pride in our people and our teams. Great relationships built on trust, a 'leading it right' environment, challenging assignments and a culture of excellence are the pillars to the dynamic and diversified workplace we call home. As we grow towards realising our aspirations, we promise a workplace built on the five pillars – RHB Cares; RHB Leads; RHB Inspires; RHB Progresses; and RHB Rewards.",{"@type":20,"name":9},"Organization","2025-05-22","2026-05-22",[24],{"@type":25,"address":26,"geo":31},"Place",{"@type":27,"addressLocality":28,"addressCountry":29,"addressRegion":30},"PostalAddress","Kuala Lumpur","MY","Wilayah Persekutuan Kuala Lumpur",{"@type":32,"latitude":33,"longitude":34},"GeoCoordinates",3.1439013,101.7219347,"ONSITE",[37],"PERMANENT",[39],"Banking and Financial Services",[41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,61,62,63,64],"SQL","Python","R","SAS","Excel","Analytical Skills","Communication","Stakeholder Management","Teamwork","Attention to Detail","Credit Risk Modeling","Basel Regulations","MFRS","Asset Liability Management (ALM)","Interest Rate Risk in the Banking Book (IRRBB)","Rate of Return Risk in the Banking Book (RORBB)","Early Warning Models","Behavioral Modeling","Statistical Modeling","Model Documentation","Model Performance Monitoring","User Acceptance Testing","Data Analytics","Financial Mathematics",{"@type":66,"currency":67,"value":68},"MonetaryAmount","MYR",{"@type":69,"minValue":70,"maxValue":71,"unitText":72},"QuantitativeValue",60000,90000,"YEAR",[33],[34],"permanent",[77],"FULL_TIME",[77],"onsite","estimated",[82,83,84,85,86],"Dynamic and progressive work environment","Award-winning financial institution","Culture of excellence","Challenging assignments","Workplace built on five pillars: RHB Cares, RHB Leads, RHB Inspires, RHB Progresses, RHB Rewards",[82,83,84,85,86],"banking and financial services",[90],"rhb, rhb centre - tower 3 level 10, malaysia",[92],"Level 1, Tower Two, RHB Centre, 426, Jln Tun Razak, Kelab Golf di Raja Selangor, 50400 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur, Malaysia",[94],"Jalan Tun Razak 426",[28],[97],"50400",[99],"Malaysia",[29],"**Primary Objective:** Support development and the monitoring of the industry leading regulatory compliant credit risk models, also internal models for early warning as well as behavioral models for Asset Liability Management (ALM) for effective risk management and decision making in the Bank on the designated subject area.\n\n**Key Responsibilities:**\n\n- Support Head, Retail Risk Modeling in relation to the respective area’s risk modeling activities.\n\n**Technical Expertise:**\n\n- Assist to develop and maintain industry leading credit risk models in accordance to Basel and MFRS requirements.\n- Assist to develop Asset Liability Management (ALM) behavioral model to identify the behavior of deposits and loans for application in Interest Rate Risk in the Banking Book (IRRBB)\u002FRate of Return Risk in the Banking Book (RORBB).\n- Assist to develop early warning model which predicts the likelihood of a customer moving from performing to arrears.\n- Assist in preparing clear and thorough model development documentation for regulatory submission and approval.\n- Assist in preparing model performance monitoring report for timely reporting to the management committee, the monitoring report served to provide insights to ensure correct use of model and enable critical decision making related to model recalibration or refinement.\n- Prepare test script, test cases and perform User Acceptance Test to ensure model is implemented as per expected.\n- Socialize with stakeholder including internal and business expert to gather business insight in the respective area of model development and data analytics.as well as to ensure the model is implemented as per expected.\n\n**Requirements:**\n\n- Bachelor Degree - Statistics, Mathematics, Actuarial Science, Economics, Finance, Financial Mathematics, Data Science.\n- CFA, FRM\n- Minimum 1-2 years experiences or fresh graduate in good relevant qualifications.\n- Good understanding on the respective area’s business products and operations.\n- Good analytical skills.\n- Good statistical modeling knowledge.\n- Good understanding of relational databases and data models.\n\nA mantra for our clients, customers, partners and every member of the RHB family. Yes, you. Our employees are one of the reasons we are here today. Dynamic, forward-thinking and progressive, there is a reason why we are an award-winning financial institution. Join us today and be a part of a winning family. At RHB, we take pride in our people and our teams. Great relationships built on trust, a 'leading it right' environment, challenging assignments and a culture of excellence are the pillars to the dynamic and diversified workplace we call home. As we grow towards realising our aspirations, we promise a workplace built on the five pillars – RHB Cares; RHB Leads; RHB Inspires; RHB Progresses; and RHB Rewards.",{"r":103,"sas":103,"sql":103,"excel":103,"python":103},2,[41,42,43,44,45],{"analytical skills":106,"communication":106,"stakeholder management":106,"teamwork":106,"attention to detail":106},3,[46,47,48,49,50],{"mfrs":106,"data analytics":106,"basel regulations":106,"behavioral modeling":106,"model documentation":106,"credit risk modeling":106,"early warning models":106,"statistical modeling":106,"financial mathematics":106,"user acceptance testing":106,"model performance monitoring":106,"asset liability management (alm)":106,"interest rate risk in the banking book (irrbb)":106,"rate of return risk in the banking book (rorbb)":106},[51,52,53,54,55,56,57,58,59,60,61,62,63,64],{"detected_language_jobad":111,"required":112},"en",[113],[114],{"language":115,"level":116},"ENGLISH","C1",[118],"Finance, Banking, Insurance and Related Services",[118],"https:\u002F\u002Frhb.wd102.myworkdayjobs.com\u002Fen-us\u002Frhbexternalcareersite\u002Fjob\u002Fkuala-lumpur\u002Frisk-modelling---data-scientist-specialist_jr000371","banking","Banking",1]