Model Risk Management

RHB(11 months ago)

Kuala Lumpur, MalaysiaOnsiteFull TimeJunior$43,716 - $59,477 (estimated)Risk Management

About this role

A Model Validation Analyst at RHB Banking Group independently validates the bank’s credit, market, and operational risk models and rating systems to ensure regulatory compliance with Basel II IRB, IFRS 9, IMA, and AMA. The role focuses on confirming that model assumptions, performance, and data quality remain consistent with their design and that risk estimates are predictive, stable, and risk sensitive.

View Original Listing

Required Skills

Model Validation
Rating Systems
Quantitative Validation
Qualitative Validation
Statistical Modeling
Data Analysis
Backtesting
Governance
Risk Management
SAS

+1 more

Qualifications

Bachelor Degree

About RHB

rhbgroup.com

RHB offers award-winning financial products and services for retail/personal and corporates such as small businesses and large enterprises (SME). These include banking, insurance, investment advisory services and more.

View more jobs at RHB →