Model Risk Validation Specialist — Data Science & ML

TopNotch HR Consulting Firm; Kuala Selangor; On-site; MYR 60,000 - 80,000; Full time

Job summary

A leading consulting firm in Kuala Selangor is seeking a Model Validation Analyst to manage end-to-end validation of models in line with regulatory requirements. The role demands strong quantitative skills and proficiency in programming languages like Python, SQL, or R. Candidates should have at least 2 years of experience in quantitative modelling, with a solid understanding of credit modelling and data science techniques. Collaboration with various stakeholders is essential to propose risk mitigation strategies and enhance model risk management frameworks.

Qualifications

• At least 2 years / 5+ years of work experience in quantitative modelling.
• Familiar with modern and emerging technology techniques.
• Interest to stay abreast of industry developments.

Responsibilities

• Perform independent model validation for new/existing models.
• Collaborate with stakeholders for model risk identification.
• Validate IFRS9/Basel models including PD, LGD, EAD.

Skills

Passionate in Data

Credit modelling

Data science techniques

Coding (Python/SQL/R)

Quantitative problem solving

Education

Advanced degree in quantitative discipline

Tools

Python

SQL

R

Job description

A leading consulting firm in Kuala Selangor is seeking a Model Validation Analyst to manage end-to-end validation of models in line with regulatory requirements. The role demands strong quantitative skills and proficiency in programming languages like Python, SQL, or R. Candidates should have at least 2 years of experience in quantitative modelling, with a solid understanding of credit modelling and data science techniques. Collaboration with various stakeholders is essential to propose risk mitigation strategies and enhance model risk management frameworks.