Senior AI Data Scientist – Banking ML & POC Lead

Morgan McKinley; Putrajaya; On-site; MYR 240,000 - 420,000; Full time

Job summary

Morgan McKinley Malaysia is seeking a Senior Data Scientist with banking/finance experience to join the IT Innovation AI Factory. You will lead technology watch and AI model development in an agile environment, delivering rapid POCs and clear recommendations for decision-makers.

The role requires 7+ years in data science, expertise in ML/DL, LLMs, vibe coding tools, and strong Python/ML frameworks. You will mentor a junior data scientist and collaborate with product teams; fluent English is

Qualifications

• At least 7 years of experience in Data Science / Machine Learning.
• Proven banking/finance sector experience and understanding of business challenges.
• Demonstrated vibe coding with AI tools for rapid prototyping.
• Expertise in ML/DL: supervised/unsupervised learning, deep learning, NLP, time series.
• Proficiency in Python frameworks: scikit-learn, TensorFlow, PyTorch, XGBoost, LightGBM.
• Knowledge of LLMs and modern techniques (fine-tuning, RAG, prompt engineering, agents).
• Experience in feature engineering and variable selection.
• Strong skills in exploratory data analysis and statistics.
• Experience in model evaluation and optimisation (hyperparameter tuning, cross-validation).
• Knowledge of Cloud ML platforms (AWS SageMaker, Azure ML, GCP Vertex AI).
• Proficiency in SQL and handling large-scale datasets.
• Knowledge of version control tools (Git) and notebooks (Jupyter, Databricks).
• Nice to have: Computer Vision, Reinforcement Learning or Graph ML.

Responsibilities

• Technology watch and feasibility: weekly tech watch on AI advances.
• Rapid feasibility assessments of business use cases (2–3 days).
• Benchmark market solutions with decision matrix; quick POCs (2–4 weeks).
• Provide clear technical recommendations for decision-makers.
• Mentor to the junior Data Scientist and knowledge sharing.
• Design and develop ML/DL models for priority use cases; justify algorithms.
• Feature engineering and model optimization; rigorous validation.
• Industrialization collaboration with AI developers.

Skills

Data Science Experience

Banking/Finance domain knowledge

Vibe coding / rapid prototyping

ML/DL expertise

LLMs and modern AI techniques

Python ML frameworks

Feature engineering & statistics

Model evaluation & optimization

Cloud ML platforms

SQL & large datasets

Git & notebooks (Jupyter, Databricks)

English communication

Tools

Python

TensorFlow

PyTorch

XGBoost

LightGBM

AWS SageMaker

Azure ML

GCP Vertex AI

Databricks

Jupyter

Job description

Morgan McKinley Malaysia is seeking a Senior Data Scientist with banking/finance experience to join the IT Innovation AI Factory. You will lead technology watch and AI model development in an agile environment, delivering rapid POCs and clear recommendations for decision-makers.

The role requires 7+ years in data science, expertise in ML/DL, LLMs, vibe coding tools, and strong Python/ML frameworks. You will mentor a junior data scientist and collaborate with product teams; fluent English is