Data Analysis jobs in Malaysia

Director, Independent Model Validation page is loaded

Apply locations Menara Affin, TRX time type Full time posted on Posted Yesterday time left to apply End Date: September 5, 2025 (30+ days left to apply) job requisition id JR103064

We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.

Job Purpose:
This role supports the Head of Model Validation in ensuring the integrity and robustness of risk models through independent validation processes. This includes both quantitative and qualitative assessment across a range of models to enhance our overall risk management framework.

Accountability:

1. Conduct independent pre- and post-implementation validation of risk models, including Retail/Non-Retail scorecards, PD, EAD and LGD and MFRS 9 models.
2. Perform comprehensive qualitative and quantitative assessments of model development processes and performance.
3. Prepare thorough documentation of validation approaches, findings, and analysis.
4. Recommend actionable improvements or enhancements based on validation outcomes.
5. Track the progress of corrective actions and provide regular updates.
6. Communicate validation results effectively to model development teams, senior management, and governance committees.
7. Address concerns from auditors and regulators regarding model compliance and performance.
8. Assist in reviewing and updating internal model validation policies to align with regulatory requirements ad industry best practices.

Requirements:

1. Minimum of 8 years of experience in banking or the financial services industry, preferably in model validation or model development.
2. Degree in Statistics, Mathematics, Actuarial Science, or a related quantitative field.
3. Strong analytical and problem-solving skills.
4. Hands-on experience in SAS or SQL for data analysis. Knowledge of R or Python is an added advantage.
5. Effective written and verbal communication skills.
6. Ability to manage multiple tasks and coordinate cross-functional stakeholders.
7. Familiarity with regulatory frameworks related to model validation (e.g., Basel Accords, MFRS 9) is highly desirable.

locations Menara Affin, TRX time type Full time posted on Posted 7 Days Ago time left to apply End Date: August 31, 2025 (29 days left to apply)locations Menara Affin, TRX time type Full time posted on Posted 7 Days Ago time left to apply End Date: August 29, 2025 (27 days left to apply)locations Menara Affin, TRX time type Full time posted on Posted 30+ Days Ago

People are the heart of AFFIN BANK. We have a positive and supportive environment where we celebrate people’s personal growth and encourage them to be the best versions of themselves, both in the workplace and in their community.

Join AFFIN as we evolve to become a financial institution of the future, embracing innovation and technology to deliver unrivaled customer service. We're looking for colleagues who share our values and are ready to live them every day.

Explore the exciting opportunities and make a real impact on the future of finance. Come be a part of our journey today!

"Always About You"

At AFFIN, we strive to always connect and engage with our customers, to understand their changing needs and aspirations better. It represents our passion and commitment to the community we operate in, enabling us to quickly respond to changes and provide a personalised experience.

At AFFIN, our people are aligned to our values of customer centricity, creativity and value creation. Our tagline “Always about you”, was crafted to drive loyalty and build our reputation as a creative and innovative financial organisation.

Our people are at the heart of what we do and remain the focus of our customer centric culture. It’s about the initiatives we take in understanding and prioritising our stakeholders; our customers, employees and shareholders. As we venture through this metamorphosis journey, we are aware of their ever-changing needs and are embracing the new ways of this digital dimension. We put our hearts and minds into everything we do, to ensure that everyone we touch, receives unrivalled customer service.