Quantitative Financial Risk Modeller (ICAAP & MFRS 9)

YTL Digital Bank Berhad is seeking a hands-on Financial Risk Modeller to strengthen quantitative modelling across credit, liquidity, and capital risk. You will design models underpinning ICAAP, internal liquidity risk management, and MFRS 9 provisioning within a regulatory-ready framework.

The role requires a quantitative degree and up to 3 years in financial risk modelling, with experience in PD/LGD/EAD, scorecards, and scenario analysis.