Senior Assoc, Data scientist, Data Chapter – Risk & Business Analytics, Group Transformation

Business Function

The Risk Management Group Data Chapter plays a crucial role in ensuring the integrity and quality of data used across RMG’s risk management functions. We are responsible for data governance, analysis, and reporting, supporting critical decision-making and regulatory compliance. We collaborate closely with various teams to deliver accurate and timely data insights.

Job Responsibility

Model Development

• Able to handle, manipulate and transform data to usable data to be fit into models
• Able to apply statistical or ML technique to analyse data obtaining insights
• Develop risk models for liquidity and IRRBB.

Regulatory Reporting Support

To provide analytics support for production of reports such as EVE, IRPV01 and NII reports that are required by regulators.

Others

• Supports risk managers in formulating ALM risk methodology in situation where expert judgement is needed.
• Supports ALM risk controller in explaining modelling output to BUs.
• Supports ALM projects in terms of analytics, computational and design advice.

Key Accountabilities

• Develop and review ALM models for both liquidity and IRRBB risk classes in a systematic and timely manner.
• Data analyses and use of statistical tools and techniques to obtain insights within data.
• Troubleshoot over data and modelling issues that may arise.
• Communicate modelling outputs to Risk Controllers and Business Units.
• Support risk managers in formulating risk methodologies

Job Requirements

• Masters or PhD in a quantitative discipline;
• Good to have at least 3 years working experience in a similar quantitative role with good knowledge of banking products;
• Ability to handle data including extraction, data processing and analyses.
• Ability to understand and implement statistical/stochastic models;
• Added advantage to have the ability to understand and implement machine learning algorithms;
• Good programming skills in R, Python or related packages;
• Proven track record of independently writing reports;
• Strong written and interpersonal communication skills