Model Validation Manager - 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
- Degree: Graduate
- Experience: Year
- Full Time/Permanent
- Work from Office
Job Description
Key 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.
- Supervise and 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.
Requirements:
- Bachelor Degree - University degree or equivalent in the field of Statistics, Actuarial Science, Quantitative Finance or Accounting and Finance is an advantage.
- Minimum of 3 years of credit experience in risk management or model development or model validation.
- Preferably with experiences in risk management.
- Good analytical skills.
- Good statistical modeling skills.
- Good communications and writing skills.
Skills Required
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