Job Description

  • Review Business Requirement Documents and Product Requirement Documents and ensure alignment with prevailing accounting policies and controls, regulatory requirement and management reporting needs, checking data integrity and involve in User Acceptance Testing
  • Calculate Monthly Collective Impairment Provision for Conventional and Digital Loan
  • Monthly monitoring of Expected Credit Loss Parameter (Probability of Default, Loss Given Default, Credit Conversion Factor and Macro Economic Outlook (MEV) forecast)
  • Perform back-testing on Probability of Default, Loss Given Default and Exposure at Default Model
  • Perform recalibration on Probability of Default, Loss Given Default and Exposure at Default Model on a semi-annual basis
  • Support BPA in collective provision related forecast vs actual analysis 


Requirements

  • Minimum 3 years experience (preferably has experience from Big 4 Accounting Firm) in banking/financial services industry
  • Familiar with loan loss impairment provision
  • Experienced or familiar with project management, data preparation, data validation or cleansing
  • Familiarity with SQL/Python/R will be an advantage
  • Possess general knowledge, skills and competencies on accounting principles and/or regulations related to banking industry
  • Detail-oriented individual and ability to multi-task
  • Willingness to learn and grow, self-motivated and result oriented
  • Advanced Microsoft Office skills (e.g., Excel and PowerPoint)

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