Senior Model Risk Validator: AI & Governance

GXS; Petaling Jaya; In loco; MYR 180.000 - 260.000; Tempo pieno

Descrizione del lavoro

GXS in Malaysia (Petaling Jaya) is seeking a Second Line of Defense professional in Model Risk Management. You will manage end-to-end lifecycle, validate risk models, and assess AI-related risks across traditional and AI models, ensuring governance and regulatory alignment.

The role requires a quantitative degree and experience in model risk or governance within banking, with exposure to AI governance standards and strong communication with stakeholders.

Competenze

• Degree in statistics, mathematics, actuarial science, data science, economics, finance, engineering, or related field.
• Experience in model risk management, validation, or governance in banking is advantageous.
• Knowledge of AI governance and regulatory guidance (BNM/MAS) is preferred.
• Ability to assess AI/ML risks such as explainability, fairness, robustness, and drift.

Mansioni

• Manage end-to-end model lifecycle for new and existing models across the Bank.
• Perform independent validation of risk models including scorecards, IRB, ECL, AML, Fraud, and others.
• Assess model risk for AI use cases, including FEAT assessments and AI-specific risk assessments.
• Review model documentation, test implementations, and assess performance through reviews.

Conoscenze

Model risk management

Stakeholder management

Communication

Automation

Formazione

Quantitative degree

Descrizione del lavoro

GXS in Malaysia (Petaling Jaya) is seeking a Second Line of Defense professional in Model Risk Management. You will manage end-to-end lifecycle, validate risk models, and assess AI-related risks across traditional and AI models, ensuring governance and regulatory alignment.

The role requires a quantitative degree and experience in model risk or governance within banking, with exposure to AI governance standards and strong communication with stakeholders.