Lead Model Risk & AI Validation Specialist

GXBank; Selangor; On-site; MYR 150,000 - 240,000; Full time

Job summary

GXBank is seeking a qualified professional to join the Model Risk Management Team in Malaysia. This Second Line of Defense role focuses on independent model validation, governance and advisory support across traditional and AI models.

You will manage end-to-end model lifecycles, validate risk models, assess AI risks, and drive governance improvements. Applicants should have a quantitative degree (CFA/FRM advantageous) and strong communication skills to coordinate with stakeholders and senior

Qualifications

• Degree in quantitative field; CFA/FRM advantageous.
• Strong knowledge of modeling and validation techniques.
• Familiar with AI governance and regulatory guidance.
• Ability to assess AI/ML risks (explainability, fairness, robustness, drift).
• Excellent communication and collaboration with stakeholders.

Responsibilities

• Manage end-to-end model lifecycle for bank models.
• Perform independent validation of risk models (scorecards, IRB, ECL, AML, Fraud).
• Assess model risk for AI use cases and conduct FEAT/AI risk assessments.
• Review documentation, test implementations, and assess performance.
• Embed model risk controls across the lifecycle.
• Maintain and enhance risk frameworks, policies, and standards.
• Provide advisory support on governance and best practices.
• Drive automation, harmonization and data standardization in governance.
• Communicate findings to stakeholders and senior management.
• Collaborate with model owners and analysts to remediate findings.

Skills

Model risk management

Validation techniques

Communication

Stakeholder management

Education

Quantitative degree

CFA

FRM

Job description

GXBank is seeking a qualified professional to join the Model Risk Management Team in Malaysia. This Second Line of Defense role focuses on independent model validation, governance and advisory support across traditional and AI models.

You will manage end-to-end model lifecycles, validate risk models, assess AI risks, and drive governance improvements. Applicants should have a quantitative degree (CFA/FRM advantageous) and strong communication skills to coordinate with stakeholders and senior