[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"job-model-risk-management-rhb-bank-berhad-de-my":3},{"id":4,"slug":5,"title":6,"description":7,"company":8,"is_featured":11,"featured_until":7,"is_active":12,"deactivated_at":7,"is_enriched":12,"processed_job_posting_json":13,"processed_latitude":64,"processed_longitude":65,"processed_employment_types":66,"processed_working_hours":67,"processed_working_hours_labels":69,"processed_home_office":70,"processed_salary_min":61,"processed_salary_max":62,"processed_salary_currency":58,"processed_salary_source":71,"processed_benefits":72,"processed_benefits_labels":77,"processed_industry":78,"processed_skills":7,"processed_job_location":79,"processed_full_address_gmaps":81,"processed_street_gmaps":83,"processed_city_gmaps":85,"processed_postal_code_gmaps":86,"processed_country_gmaps":88,"processed_country_iso_code_gmaps":90,"full_description":16,"formatted_description":91,"processed_employment_types_labels":35,"processed_home_office_labels":33,"processed_industry_labels":37,"processed_it_skills":92,"processed_it_skills_labels":94,"processed_soft_skills":95,"processed_soft_skills_labels":97,"processed_job_expertise_skills":98,"processed_job_expertise_skills_labels":99,"processed_language_requirements":100,"processed_total_experience_years":93,"processed_professional_field":107,"processed_professional_field_labels":109,"processed_leadership_role":11,"processed_date_posted":19,"raw_job_url":110,"apply_url":7,"raw_hiringOrganization_logo_url":7,"translations":7,"canonical_industry_key":111,"canonical_industry_label":112,"max_cpc":113,"actual_cpc":7},76997,"model-risk-management-rhb-bank-berhad","Model Risk Management",null,{"name":9,"slug":10,"logo_url":7},"RHB Bank Berhad","rhb-bank-berhad",false,true,{"@context":14,"@type":15,"title":6,"description":16,"hiringOrganization":17,"datePosted":19,"validThrough":20,"jobLocation":21,"jobLocationType":33,"employmentType":34,"industry":36,"skills":38,"baseSalary":56},"https:\u002F\u002Fschema.org\u002F","JobPosting","Primary Objective: Independently validate RHB Banking Group’s models, rating systems and the estimation of risk components on a regular cycle to ensure: the Bank’s implementations of Basel II IRB and IFRS 9 models for Credit Risk, IMA for Market Risk as well as AMA for Operational Risk are in accordance to the regulatory standards; objectives, assumptions, risk factors and performance of the models remain consistent with their intent, construction and design; and models and risk estimates remain predictive, stable and risk sensitive. 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 \u002F 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 \u002F 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: Bachelor Degree - Any related field(s). Preferably 1 - 2 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. Programming skills in SAS would be an added advantage. A mantra for our clients, customers, partners and every member of the RHB family. Yes, you. Our employees are one of the reasons we are here today. Dynamic, forward-thinking and progressive, there is a reason why we are an award-winning financial institution. Join us today and be a part of a winning family. At RHB, we take pride in our people and our teams. Great relationships built on trust, a 'leading it right' environment, challenging assignments and a culture of excellence are the pillars to the dynamic and diversified workplace we call home. As we grow towards realising our aspirations, we promise a workplace built on the five pillars – RHB Cares; RHB Leads; RHB Inspires; RHB Progresses; and RHB Rewards.",{"@type":18,"name":9},"Organization","2025-02-27","2026-02-27",[22],{"@type":23,"address":24,"geo":29},"Place",{"@type":25,"addressLocality":26,"addressCountry":27,"addressRegion":28},"PostalAddress","Kuala Lumpur","MY","Wilayah Persekutuan Kuala Lumpur",{"@type":30,"latitude":31,"longitude":32},"GeoCoordinates",3.1439013,101.7219347,"ONSITE",[35],"PERMANENT",[37],"Banking and Financial Services",[39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55],"SAS","Analytical Skills","Communication Skills","Writing Skills","Credit Risk Management","Model Development","Model Validation","Statistical Modeling","Basel II IRB","IFRS 9","Market Risk (IMA)","Operational Risk (AMA)","Risk Management","Data Quality","Governance and Control","Back-testing","Benchmarking",{"@type":57,"currency":58,"value":59},"MonetaryAmount","MYR",{"@type":60,"minValue":61,"maxValue":62,"unitText":63},"QuantitativeValue",60000,90000,"YEAR",[31],[32],"permanent",[68],"FULL_TIME",[68],"onsite","estimated",[73,74,75,76],"Dynamic and progressive work environment","Challenging assignments","Culture of excellence","Workplace built on five pillars: RHB Cares, RHB Leads, RHB Inspires, RHB Progresses, RHB Rewards",[73,74,75,76],"banking and financial services",[80],"rhb, rhb centre - tower 3 level 10, malaysia",[82],"Level 1, Tower Two, RHB Centre, 426, Jln Tun Razak, Kelab Golf di Raja Selangor, 50400 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur, Malaysia",[84],"Jalan Tun Razak 426",[26],[87],"50400",[89],"Malaysia",[27],"**Primary Objective:** Independently validate RHB Banking Group’s models, rating systems and the estimation of risk components on a regular cycle to ensure:\n\n- the Bank’s implementations of Basel II IRB and IFRS 9 models for Credit Risk, IMA for Market Risk as well as AMA for Operational Risk are in accordance to the regulatory standards;\n- objectives, assumptions, risk factors and performance of the models remain consistent with their intent, construction and design; and\n- models and risk estimates remain predictive, stable and risk sensitive.\n\n**Key Responsibilities:**\n\n- 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 \u002F rating systems documentation, data quality, governance and control as well as internal use of rating (Qualitative Validation).\n- 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).\n- To independently validate prior to implementation and adoption of the new \u002F re-calibrated models for quality assurance.\n- 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.\n- Continuous enhancement of model validation methodologies or techniques to enhance effectiveness and efficiency\n\n**Requirements:**\n\n- Bachelor Degree - Any related field(s).\n- Preferably 1 - 2 years of credit experience in risk management or model development or model validation.\n- Preferably with experiences in risk management.\n- Good analytical skills.\n- Good statistical modeling skills.\n- Good communications and writing skills.\n- Programming skills in SAS would be an added advantage.\n\nA mantra for our clients, customers, partners and every member of the RHB family. Yes, you.\n\nOur employees are one of the reasons we are here today. Dynamic, forward-thinking and progressive, there is a reason why we are an award-winning financial institution. Join us today and be a part of a winning family.\n\nAt RHB, we take pride in our people and our teams. Great relationships built on trust, a 'leading it right' environment, challenging assignments and a culture of excellence are the pillars to the dynamic and diversified workplace we call home.\n\nAs we grow towards realising our aspirations, we promise a workplace built on the five pillars – RHB Cares; RHB Leads; RHB Inspires; RHB Progresses; and RHB Rewards.",{"sas":93},2,[39],{"analytical skills":96,"communication skills":96,"writing skills":96},3,[40,41,42],{"ifrs 9":93,"back-testing":93,"basel ii irb":93,"benchmarking":93,"data quality":93,"risk management":93,"model validation":93,"market risk (ima)":93,"model development":93,"statistical modeling":96,"credit risk management":93,"governance and control":93,"operational risk (ama)":93},[43,44,45,46,47,48,49,50,51,52,53,54,55],{"detected_language_jobad":101,"required":102},"en",[103],[104],{"language":105,"level":106},"ENGLISH","C1",[108],"Finance, Banking, Insurance and Related Services",[108],"https:\u002F\u002Frhb.wd102.myworkdayjobs.com\u002Fen-us\u002Frhbexternalcareersite\u002Fjob\u002Fkuala-lumpur\u002Fmodel-risk-management_jr000372","banking","Banking",1]