Job Description
We are a pioneering, licensed Malaysian digital bank in our foundational phase of operations, scaling rapidly across retail and non-retail segments with a mandate to serve Malaysia's unserved and underserved communities. We are seeking a hands‑on, technically rigorous Financial Risk Modeller to strengthen our quantitative modelling capabilities across credit, liquidity, and capital risk. In this role, you will design and build models that directly underpin our Internal Capital Adequacy Assessment Process (ICAAP), internal liquidity risk management, and MFRS 9 credit risk provisioning. This is a high‑impact individual contributor role with broad exposure – you will work closely with senior risk leaders, Finance, and Treasury to ensure our models are robust, well‑documented, and regulatory‑ready under the BNM Digital Banking Framework.
Key Responsibilities
1. ICAAP
- Design and build quantitative models for the Internal Capital Adequacy Assessment Pr...