Assurance - Senior Specialist (Quantitative Analytics - Credit and Valuation Specialist)

Ernst & Young Advisory Services Sdn Bhd • kuala lumpur, kuala lumpur • Posted June 19, 2026

About the Role

Assurance - Senior Specialist (Quantitative Analytics - Credit and Valuation Specialist)

Other locations: Primary Location Only

Date: May 15, 2026

Requisition ID:

The opportunity

We are looking to grow our Quantitative Analytics and Treasury Services (“QATS”) practice within the Financial Services - Financial Accounting Advisory Services (“FAAS”). We need a credit modelling and quant finance professional to support Assurance teams with independent quantitative analysis on financial instruments and model testing for financial reporting. Opportunities to develop consulting skillsets and provide services in model governance and frameworks exist.

Key responsibilities

  • Perform model development and validation on credit risk models for Basel and IFRS 9 purposes
  • Identify sources of model risk through comprehensive review of all model components and developmental evidence and challenge assumptions
  • Em...