Credit Risk Delivery Consultant
Kuala Lumpur - Malaysia
Job Summary
Risk Delivery Consultant (RCM/ECL)
Position Overview
We are seeking anIntermediate Analytical Consultantto join our Risk Practice in APAC based in this role you will support the delivery and growth of our risk management solutions in the banking sector working closely with senior consultants project teams and client stakeholders.
You will contribute to SASs core risk offerings including Regulatory Capital Management (RCM) IFRS 9 (Expected Credit Loss) and Enterprise Stress Testing (ST). This role focuses on building domain expertise while supporting solution delivery client engagements and analytical use cases on the SAS Risk Stratum platform.
Key Responsibilities
Domain Knowledge
- Develop and maintain a working knowledge of Regulatory Capital (Basel III/IV) IFRS 9 and Stress Testing.Regulatory Capital (Basel III/IV) shall be prioritized and serves as a necessary condition.
- Understand key regulatory expectations from Bank Negara Malaysia (BNM) and support compliance-related requirements
- Support analysis of financial and risk data to ensure alignment with regulatory reporting
- Apply domain knowledge to support project delivery and client discussions
Pre-Sales & Business Development Support
- Support senior consultants in pre-sales activities including preparation of materials demos and Proof-of-Concepts (POCs)
- Participate in client workshops and requirement-gathering sessions
- Assist in documenting business requirements and solution approaches
Solution Support & Client Engagement
- Assist in translating business requirements into functional and analytical specifications
- Support the design and configuration of SAS risk solutions under guidance
- Contribute to client discussions by providing analytical insights and clarifications
- Assist clients in streamlining risk and finance processes performing RWA calculations and automating ECL and Stress Testing workflows.
Implementation & Delivery
- Work with project teams and system integrators to support solution implementation
- Perform data analysis validation and testing to ensure solution accuracy
- Assist in troubleshooting issues and ensuring alignment with business requirements
Knowledge Development & Sharing
- Continuously build technical and domain expertise in risk and SAS solutions
- Support internal knowledge-sharing initiatives and documentation
- Participate in relevant training webinars and industry sessions
Qualifications & Experience
Industry Experience
- 4 years of experience in risk management gained in a bank consulting firm or risk technology environment
Domain Knowledge
- Foundational knowledge in one or more of the following areas:
- Regulatory Capital (Basel frameworks RWA calculations or credit risk mitigation)
- IFRS 9 (Expected Credit Loss (ECL) concepts stage allocation reporting)
- Stress Testing (scenario-based risk management or macroeconomic impact modeling reporting)
Technical Skills
- Basic to intermediate understanding of data analytics or risk systems
- Familiarity with SAS solutions (e.g. SAS Risk Stratum SAS Viya) or similar platforms is an advantage
Consultative & Communication Skills
- Good analytical and problem-solving skills
- Effective communication skills with the ability to present findings clearly
- Willingness to learn and grow in a client-facing consultative environment
Education
- Bachelors degree in Quantitative Finance Economics Statistics Risk Management or related fields
- Progress towards professional certifications such as FRM or PRM is a plus
You are welcome here.
At SAS its not about fitting into our culture its about adding to it. We believe our people make the difference. Our inclusive workforce brings together unique talents and inspires teams to create amazing software that reflects the diversity of our users and customers.
Additional Information:
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About Company
Scandinavian Airlines, usually known as SAS, is the flag carrier of Denmark, Norway and Sweden. SAS is an abbreviation of the company's full name, Scandinavian Airlines System or legally Scandinavian Airlines System Denmark-Norway-Sweden.