Manager, Finance - Business Finance Advisory & Financial Reporting Standards MY
Malaysia
Job Description
As a key developer of FRS9 models (Probability of Default, Loss Given Default and Exposure at Default).
To study actual historical data and support stakeholders if the business portfolio has sufficient data to develop a robust performance model for Expected Credit Loss quantification.
To conduct in-depth analysis and data preparation for various model components. Example: Model assumptions, recovery data, cure data, discount rate, workout period, data exclusions, risk drivers and etcs.
To analyze and study the optimal selection of performance data period range to best reflect the business portfolio.
To explore and investigate changes in customer behaviour across different time events.
To identify appropriate model scope and detect homogenius pools to be incorporated as risk assessment.