Independent Credit & Model Risk Lead

YTL Digital Bank Berhad (Registration No. 202201037182 (1482879-P); Kuala Lumpur; On-site; MYR 180,000 - 300,000; Full time

Job summary

Ryt Bank is seeking an Independent Credit Review & Model Risk Management lead in Malaysia. This role owns post-approval credit reviews across retail, SME, and corporate exposures, and governs the model risk framework with rigorous validation of PD, LGD, EAD and automated decision engines.

Ideal candidates hold a quantitative degree with 8+ years in credit risk analytics or internal audit, and are strong in SAS/SQL/Python/R. You will communicate findings to senior management and boards.

Qualifications

• Bachelor’s or Master’s degree in a quantitative or financial field.
• Minimum 8 years of banking or financial services experience in Credit Risk Analytics, Model Validation, or Independent Credit Review.
• Strong knowledge of credit risk frameworks and regulatory guidelines (BNM, IFRS9/MFRS9).
• Proficiency in data and statistical languages SAS/SQL/Python/R is advantageous.

Responsibilities

• Independently evaluate credit underwriting quality, asset classification, and credit management practices.
• Govern the Model Risk Management Framework with pre- and post-implementation validations for risk scorecards and engines.
• Provide objective challenge to senior management and committees with PARs, risk ratings, and model governance.
• Monitor model performance indicators and ensure compliance with regulatory directives.

Skills

BNM policy knowledge

Credit risk analytics

Regulatory reporting

Education

Bachelor’s or Master in quantitative/financial field

Tools

SAS

SQL

Python

R

Job description

Ryt Bank is seeking an Independent Credit Review & Model Risk Management lead in Malaysia. This role owns post-approval credit reviews across retail, SME, and corporate exposures, and governs the model risk framework with rigorous validation of PD, LGD, EAD and automated decision engines.

Ideal candidates hold a quantitative degree with 8+ years in credit risk analytics or internal audit, and are strong in SAS/SQL/Python/R. You will communicate findings to senior management and boards.