Independent Model Risk Validation Specialist

RHB Bank Berhad; Malaysia; On-site; MYR 60,000 - 120,000; Full time

Job summary

RHB Bank Berhad in Malaysia invites applications for an Associate Model Validator to independently review risk models, rating systems and data governance to ensure Basel II IRB/IFRS 9 compliance and model integrity. You will validate development evidence, perform outcome analyses and back-testing, monitor outstanding issues and report progress to risk teams, business units and senior management.

Required: Bachelor’s degree in a related field; 1–2 years in credit risk or validation; strong

Qualifications

• Bachelor's degree in a related field is required.
• 1–2 years in credit risk, risk management, or validation is preferred.
• Good analytical, statistical, and writing skills; SAS programming is an advantage.

Responsibilities

• Review adequacy and effectiveness of rating systems, data governance and control procedures.
• Validate model development evidence, outcome analysis and back-testing; monitor issues and report progress.

Skills

Analytical skills

Statistical modeling

Communications

SAS programming

Education

Bachelor's degree in a related field

Tools

SAS

Job description

RHB Bank Berhad in Malaysia invites applications for an Associate Model Validator to independently review risk models, rating systems and data governance to ensure Basel II IRB/IFRS 9 compliance and model integrity. You will validate development evidence, perform outcome analyses and back-testing, monitor outstanding issues and report progress to risk teams, business units and senior management.

Required: Bachelor’s degree in a related field; 1–2 years in credit risk or validation; strong