Risk Modelling Analyst - 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
Responsibilities
- Support Head, Corporate Risk Modeling in relation to the respective area’s risk modeling activities
- Assist to develop and maintain industry leading credit risk models in accordance to Basel and MFRS requirements.
- Assist to develop Asset Liability Management (ALM) behavioral based model to identify the behavior of deposits and loans for application in Interest Rate Risk in the Banking Book (IRRBB)/Rate of Return Risk in the Banking Book (RORBB) and Net Stable Funding Ratio (NSFR).
- Assist in preparing clear and thorough model development documentation for regulatory submission and approval.
- Prepare test script, test cases and perform User Acceptance Test to ensure model is implemented as per expected.
- Prepare model performance monitoring report for timely reporting to the management committee, the monitoring report served to provide insights to ensure correct use of model and enable critical decision making related to model recalibration or refinement.
- Socialize with business expert to gather business insights in respective area of data analytics.
- Support the development and the monitoring of the credit risk models, also behavioral models for Asset Liability Management (ALM) for effective credit risk management and decision making in the Bank on the designated subject area.
Requirements
- Candidate must possess at least a Bachelor's Degree, Post Graduate Diploma, Professional Degree, Master's Degree, Computer Science/Information Technology, Mathematics or equivalent.
- At least 2 year(s) of working experience in the related field is required for this position.
- Good understanding on the respective area’s business products and operations.
- Good analytical skills.
- Good statistical modeling knowledge.
- Good understanding of relational databases and data models.
- Good programming skills in data handling and statistical modeling.
- Preferably Senior Executives specializing in Banking/Financial Services or equivalent.
Skills Required
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