Senior Model Validation & Credit Risk Specialist

GXBank; Petaling Jaya; On-site; MYR 120,000 - 200,000; Full time

Job summary

GX Bank Berhad is seeking an experienced quantitative modeller to lead model validation initiatives in Malaysia. You will perform qualitative and quantitative reviews, stress testing, and documentation validation to ensure models meet risk standards.

The role requires collaboration with data science, model developers, and external partners to implement robust risk controls and regulatory-compliant processes. Strong coding and 5+ years in the field are expected.

Qualifications

• Experience in quantitative modelling and data analysis.
• Proficiency in credit modelling or data science techniques.
• Strong coding skills in Python/SQL/R.
• Minimum 5 years in quantitative modelling.
• Ability to work in a fast-paced environment.
• Familiarity with model risk management and regulatory guidelines.

Responsibilities

• Manage and complete end-to-end model validation for new/existing models.
• Conduct qualitative review of model assumptions and algorithms.
• Perform quantitative data validation and statistical tests.
• Review model documentation and perform stress testing.
• Ensure fit-for-use under Bank's Model Risk Management framework.
• Collaborate with Model Developer, Data Science team and vendors on risk.
• Propose risk mitigation improvements and updates to guidelines.
• Align with group-wide frameworks, processes and reporting.

Skills

Data analysis

ETL

Data science techniques

Problem solving

Team collaboration

Quantitative modelling

Education

Advanced degree in quantitative discipline

CFA/FRM/BRM/Chartered Banker (advantage)

Tools

Python

SQL

R

Job description

GX Bank Berhad is seeking an experienced quantitative modeller to lead model validation initiatives in Malaysia. You will perform qualitative and quantitative reviews, stress testing, and documentation validation to ensure models meet risk standards.

The role requires collaboration with data science, model developers, and external partners to implement robust risk controls and regulatory-compliant processes. Strong coding and 5+ years in the field are expected.