Senior Model Validation Specialist: Credit Risk & ML

GXBank; Selangor; On-site; MYR 180,000 - 240,000; Full time

Job summary

GX Bank Berhad in Malaysia seeks an experienced quantitative modeller to own end-to-end model validation for new and existing credit models. You will assess model assumptions, perform data validation, and ensure regulatory compliance.

Responsibilities include conducting qualitative and quantitative reviews, stress testing, and thorough documentation, collaborating with the data science team, model developers, and external vendors to uphold the bank's risk management standards.

Qualifications

• 5+ years in quantitative modelling, numerical simulation and data analysis.
• Experience with credit modelling or data science techniques (AI/ML).
• Strong programming skills in Python/SQL (or R).
• Familiarity with DevOps, MLOps, cloud would be an advantage.

Responsibilities

• Manage end-to-end model validation for new and existing models.
• Conduct qualitative and quantitative review, stress testing, and documentation.
• Coordinate with Model Developer, Data Science team and vendors.
• Align practices with MAS/MRM frameworks and regulatory guidelines.

Skills

Python/SQL/R

Data modelling

Statistical analysis

Team collaboration

Education

Advanced degree in statistics/data science/quant finance

Tools

ETL

Model validation tools

Job description

GX Bank Berhad in Malaysia seeks an experienced quantitative modeller to own end-to-end model validation for new and existing credit models. You will assess model assumptions, perform data validation, and ensure regulatory compliance.

Responsibilities include conducting qualitative and quantitative reviews, stress testing, and thorough documentation, collaborating with the data science team, model developers, and external vendors to uphold the bank's risk management standards.