Senior Director, Model Risk & Validation

Talentnet Corporation; Kuala Lumpur; Presencial; MYR 96.000 - 192.000; Jornada completa

Descripción de la vacante

Talentnet Corporation represents a leading financial institution in Vietnam seeking a Senior Risk Leader to oversee risk modeling, independent model validation and model risk management capabilities. You will strengthen the end-to-end model lifecycle, enhance quantitative risk capabilities and drive AI adoption within risk management.

You will report to senior leadership and manage a sizable team of quantitative risk and model validation professionals, guiding governance standards and regulatory

Formación

• Master's degree or higher in Statistics, Mathematics, Quantitative Finance, Economics, Data Science, Computer Science or a related field.
• 12+ years in banking risk, analytics, model development or validation with leadership experience.
• Strong expertise in credit risk modeling, model validation and model risk management.
• Knowledge of Basel II/III, IRB, IFRS 9, stress testing and portfolio analytics.
• Experience leading large-scale analytics, model governance or transformation initiatives.
• Familiarity with AI/ML model governance, explainability and MLOps.
• Experience with senior management, regulators, auditors and cross-functional stakeholders.
• Proficiency with SAS, SQL, Python or R and modern deployment environments.

Responsabilidades

• Define and execute the strategy for risk modeling, validation and analytics across risk domains.
• Lead development and enhancement of credit risk, regulatory and portfolio models.
• Oversee validation of material models and establish model risk management governance.
• Promote automation, scalable analytics infrastructure and responsible AI practices.
• Provide senior oversight for regulatory and enterprise risk modeling (Basel, IFRS 9, stress testing).

Conocimientos

Risk modeling

Model validation

Model governance

Leadership

Executive communication

Stakeholder management

MLOps

AI governance

SAS/SQL/Python/R

Educación

Master's degree or higher in quantitative field

Herramientas

SAS

SQL

Python

R

Descripción del empleo

Talentnet Corporation represents a leading financial institution in Vietnam seeking a Senior Risk Leader to oversee risk modeling, independent model validation and model risk management capabilities. You will strengthen the end-to-end model lifecycle, enhance quantitative risk capabilities and drive AI adoption within risk management.

You will report to senior leadership and manage a sizable team of quantitative risk and model validation professionals, guiding governance standards and regulatory