Senior Model Validation Specialist - AI/ML Risk

GXS Bank; Petaling Jaya; On-site; MYR 120,000 - 160,000; Full time

Job summary

GX Bank Berhad (GXBank) seeks a skilled Quantitative Model Validator to lead end-to-end validation of risk models, covering qualitative and quantitative reviews, documentation, stress testing, and regulatory alignment.

You will collaborate with Model Developers, Data Science teams, and external vendors to ensure models meet MRM standards and IFRS9/Basel requirements across PD, LGD, EAD and related risk metrics.

Qualifications

• Passionate about data, ETL, and analyzing complex data patterns.
• Strong credit modelling or data science techniques with hands-on modelling and implementation.
• Proficient in coding (Python/SQL or R) and familiar with DevOps, MLOps, Cloud, APIs.
• At least 5 years of work experience in quantitative modelling, numerical simulation, and data analysis.
• Team oriented and capable of fast-paced work environment.
• Strong quantitative problem solving skills.
• Advanced degree in a quantitative discipline (stats, data science, maths, physics, engineering, CS).
• CFA/FRM/BRM would be an added advantage.

Responsibilities

• Validate IFRS9/Basel models (PD, LGD, EAD, etc.) end-to-end.
• Perform qualitative review of model assumptions and algorithms.
• Carry out quantitative validation, data checks, and statistical tests.
• Review model documentation and support model risk assessment.
• Collaborate with Model Developers, Data Science, and external vendors.
• Propose risk mitigations and contribute to MRM framework improvements.

Skills

Data analysis

Credit modelling

Data science

Coding proficiency

Quantitative problem solving

Education

Advanced degree in quantitative field

CFA / FRM / BRM (advantage)

Tools

Python

SQL

R

Job description

GX Bank Berhad (GXBank) seeks a skilled Quantitative Model Validator to lead end-to-end validation of risk models, covering qualitative and quantitative reviews, documentation, stress testing, and regulatory alignment.

You will collaborate with Model Developers, Data Science teams, and external vendors to ensure models meet MRM standards and IFRS9/Basel requirements across PD, LGD, EAD and related risk metrics.