SR&T Risk Quantitative Analyst (Regulatory & Financial Risk)

Deloitte Malaysia SR&T Solutions Sdn Bhd; Kuala Lumpur; On-site; MYR 60,000 - 80,000; Full time

Job summary

A leading consultancy firm in Kuala Lumpur is seeking a SR&T Risk Quantitative Analyst for their growing Regulatory & Financial Risk practice. The ideal candidate will have a degree in a relevant field and at least one year of experience in a quantitative role. This position involves supporting quantitative modelling and analysis in climate risk, credit risk, and regulatory compliance, offering a unique opportunity to work on complex financial issues while contributing to industry insights and solutions.

Qualifications

• Minimum of 1 year experience in a quantitative role in banking or consulting.
• Knowledge of cross-asset derivatives pricing and regulatory capital.
• Proficient in programming languages with financial library experience.

Responsibilities

• Support quantitative modelling for Climate Risk and AI Model Validation.
• Conduct quantitative analysis for Credit Risk and Treasury products.
• Assist in developing thought-leadership material on regulatory matters.

Skills

Quantitative modelling

Python

C++

C#

Analytical skills

Education

Degree in Actuarial Science, Statistics, Mathematics, Physics, or Financial Engineering

Tools

Financial libraries

Job description

SR&T Risk Quantitative Analyst (Regulatory & Financial Risk)

Work you will do

Deloitte is growing its Strategy, Risk, and Transaction (SR&T) – Regulatory & Financial Risk practice in Southeast Asia. We provide risk transformation, data and modelling solutions focusing on some of the unique and complex issues our clients are facing in finance. Advise our clients how to optimise compliance programmes, standardise processes and transform compliance to protect their value across the business, while building great visibility, efficiency and confidence for the future.

• Support quantitative modelling for complex and evolving areas such as Climate Risk Stress Testing and AI Model Validation.
• Support quantitative analysis for Credit Risk, Markets & Treasury products/models as well as Capital Methodology (e.g., FRTB, SACCR).
• Support IFRS 13 & IFRS 9 complex instrument valuation projects and answer questions from audit engagement teams.
• Support the development of material for industry consultations and thought‑leadership on regulatory matters.
• Assist the team in developing technical solutions and/or value‑adding propositions.

Qualifications

• Possesses a degree, preferably in Actuarial Science, Statistics, Mathematics, Physics, Financial Engineering or a related field.
• Minimum of 1 year prior experience in a banking or consulting quantitative role (e.g., FO Quant, Model Validation, or Capital Methodology quant).
• Cross‑asset derivatives pricing knowledge including awareness of regulatory capital and XVA methodologies is a plus. Alternatively, domain knowledge in Credit and/or Climate Risk.
• Proficient in Python, C++ or C# with financial library development experience. Additional coding experience in R and VBA is also advantageous.
• Solid analytical, writing and communication skills and ability to work independently.
• Team player with high personal standards of ethics, integrity and commitment to the objectives of the position.

Team Member Expectations

In addition to living our purpose, you are expected to: understand expectations, demonstrate personal accountability, understand how daily work contributes to team and business priorities, commit to personal learning and development, and develop effective communication and relationship‑building skills with stakeholders, clients and team.

Due to the volume of applications, we regret only shortlisted candidates will be notified.

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