Jobs at SRKay Consulting Group

Model Validation Analyst (Enterprise Risk Management) - SRKay Consulting Group

  • Kuala Lumpur, Kuala Lumpur, Malaysia
  • Apply by: Jan 01, 2026
  • 1 Vacancy
  • Local Candidates (Malaysia)
  • Shift: First Shift (Morning)
  • Career Level: Experienced Professional
  • Experience: Year
  • Full Time/Permanent
  • Work from Office
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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 assurance.
  • Perform tracking, monitoring and reporting progress on Outstanding Issues by relevant parties such as risk modeling, credit risk, business units, etc. pertaining to all validated models.
  • Continuous enhancement of model validation methodologies or techniques to enhance effectiveness and efficiency.

Requirements

  • Candidate must possess at least a Bachelor's Degree in Actuarial Science, Statistics, Economics, Mathematics or equivalent.
  • Preferably 1 - 2 years of credit experience in risk management or model development or model validation.
  • Preferably with experiences in risk management, and good statistical modeling skills
  • Programming skills in SAS would be an added advantage
  • Preferably Senior Executives specializing in Banking/Financial Services or equivalent.
Skills Required
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