Senior Quant Model Validator (Credit & Risk)

GXS; Petaling Jaya; On-site; MYR 120,000 - 180,000; Full time

Job summary

GX Bank Berhad, the Grab-led digital bank in Malaysia, seeks an experienced Quantitative Analyst to own end-to-end model validation for new and existing models, ensuring they meet the Bank's risk management standards and regulatory guidelines.

You will review model assumptions and algorithms, perform data validation and stress testing, collaborate with the Model Developer, Data Science team and external vendors, and help enhance the MRM framework while supporting capital optimization.

Qualifications

• 5+ years in quantitative modelling, numerical simulation, and data analysis.
• Strong data management and pattern analysis in complex data environments.
• Advanced degree in quantitative discipline (stats/data science/engineering).

Responsibilities

• Validate end-to-end model validation including assumptions, algorithms, and interpretation.
• Perform quantitative data validation, statistical testing, and stress testing.
• Collaborate with Model Developer, Data Science team, and vendors to identify risks.
• Align with MAS/MY regulations and Group frameworks.

Skills

Python

SQL

R

Education

Advanced degree in statistics/data science/engineering

Tools

ETL

Excel

Git

Job description

GX Bank Berhad, the Grab-led digital bank in Malaysia, seeks an experienced Quantitative Analyst to own end-to-end model validation for new and existing models, ensuring they meet the Bank's risk management standards and regulatory guidelines.

You will review model assumptions and algorithms, perform data validation and stress testing, collaborate with the Model Developer, Data Science team and external vendors, and help enhance the MRM framework while supporting capital optimization.