Vice President, Independent Model Validation

AFFIN Group

Full-time Finance
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Location
kuala lumpur, kuala lumpur, Malaysia
Posted
July 02, 2026

Job Description

Create the future with Affin! You too can make a difference. We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.

Job Purpose

This role supports the Head of Model Validation in ensuring the integrity and robustness of risk models through independent validation processes. This includes both quantitative and qualitative assessment across a range of models to enhance our overall risk management framework.

Accountability

  • Conduct independent pre- and post-implementation validation of risk models, including Retail/Non-Retail scorecards, PD, EAD and LGD and MFRS 9 models.
  • Perform comprehensive qualitative and quantitative assessments of model development processes and performance.
  • Prepare thorough documentation of validation approaches, findings,...