• Model Validation Analyst (Group Risk & Credit Management) Jobs in Malaysia - 1017026

    RHB Banking Group
  • 1 - 3 Years
  • Malaysia - Kuala Lumpur
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  • Posted 30 days ago
  • Job Views: 27
  • Job Applicants: Less than 10

Job Description

Responsibilities
To review the adequacy and effectiveness of rating system processes, the oversight structure and control procedures to ensure the applicability and proper application of the quantitative methods in practice The review covers model design / rating systems documentation, data quality, governance and control as well as internal use of rating (Qualitative Validation)To review model developmental evidence, outcome analysis and back-testing using the data gained during practical operations of the model while comparison or benchmark data can be included as a supplement (Quantitative Validation)To independently validate prior to implementation and adoption of the new / re-calibrated models for quality assurancePerform tracking, monitoring and reporting progress on Outstanding Issues by relevant parties such as risk modeling, credit risk, business units, etc pertaining to all validated modelsContinuous enhancement of model validation methodologies or techniques to enhance effectiveness and efficiency
Requirements
Candidate must possess at least a Bachelor's Degree, Post Graduate Diploma, Professional Degree, Economics, Finance/Accountancy/Banking, Mathematics or equivalentPreferably 1 - 2 years of credit experience in risk management or model development or model validationPreferably with experiences in risk management, and good statistical modeling skillsProgramming skills in SAS would be an added advantagePreferably Senior Executives specializing in Banking/Financial Services or equivalentFull-Time position(s) available

Profile Summary

Type:Company Job

Role:Senior Executive

Industry:Banking/Financial Services

Salary:Not Disclosed

Deadline:15th Mar 2020

Company Profile

The RHB Banking Group is the fourth largest fully integrated financial services group in Malaysia. The Group’s core businesses are streamlined into seven main business pillars, namely Group Retail Banking, Group Business & Transaction Banking, Group Wholesale Banking, Singapore Business Operations, Group Shariah Business, Group International Business and Group Insurance.
Group Wholesale Banking comprises Corporate Banking, Investment Banking, Client Coverage, Group Treasury & Global Markets, Asset Management and Private Equity. All the seven business pillars are offered through the Group’s main subsidiaries, RHB Investment Bank Berhad, RHB Islamic Bank Berhad and RHB Insurance Berhad, while its asset management and unit trust businesses are undertaken by RHB Asset Management Sdn. Bhd. and RHB Islamic International Asset Management Berhad.
The Group’s regional presence now spans ten countries including Malaysia, Singapore, Indonesia, Thailand, Brunei, Cambodia, Hong Kong, Vietnam, Lao PDR and Myanmar. It is RHB Banking Group’s aspiration to continue to deliver superior customer experience and shareholder value; and to be recognised as a Leading Multinational Financial Services Group.

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