Financial Risk Modeller

Overview

Position Summary: We are a licensed Malaysian digital bank in our foundational phase, 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. You will design and build models that underpin our Internal Capital Adequacy Assessment Process (ICAAP), internal liquidity risk management, and MFRS 9 credit risk provisioning. This is an 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.

Responsibilities

1. ICAAP: Design and build quantitative models for the Internal Capital Adequacy Assessment Process (ICAAP), including intern...