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SASPosted 2 months ago

Credit Risk Delivery Consultant

On-siteKuala Lumpur, Kuala Lumpur, Malaysia

Full TimeEnterprise

Job Summary

Develop and maintain working knowledge of Regulatory Capital (Basel III/IV), IFRS 9, and Stress Testing to support compliance with Bank Negara Malaysia and ensure alignment with regulatory reporting. Assist in translating business requirements into functional specifications, design SAS risk solutions, and perform data analysis, validation, and testing to ensure solution accuracy. Support senior consultants in pre-sales activities, including preparing materials, demos, and Proof-of-Concepts, while participating in client workshops and requirement-gathering sessions. Contribute to client discussions by providing analytical insights and assisting in streamlining risk and finance processes, including RWA calculations and automating workflows.

Required Qualifications

  • 4 years+ of experience in risk management, gained in a bank, consulting firm, or risk technology environment
  • Foundational knowledge in one or more of the following areas: Regulatory Capital (Basel frameworks, RWA calculations, or credit risk mitigation)
  • Foundational knowledge in one or more of the following areas: IFRS 9 (Expected Credit Loss (ECL) concepts, stage allocation, reporting)
  • Foundational knowledge in one or more of the following areas: Stress Testing (scenario-based risk management or macroeconomic impact modeling, reporting)
  • Bachelor's degree in Quantitative Finance, Economics, Statistics, Risk Management, or related fields
  • Regulatory Capital (Basel III/IV)
  • Bank Negara Malaysia
  • SAS Risk Stratum
  • SAS Viya

Desired Qualifications

  • Familiarity with SAS solutions (e.g., SAS Risk Stratum, SAS Viya) or similar platforms is an advantage
  • Progress towards professional certifications such as FRM or PRM is a plus

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