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Model Risk Management (MRM) Specialist at Ryt Bank - ApplyBlast

Model Risk Management (MRM) Specialist

Ryt Bank

1 month ago

Kuala Lumpur, Malaysia

Onsite

Full Time

Senior

0 applicants

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About this role

The Model Risk Management (MRM) Specialist operates within the Second Line of Defence to manage, validate, and mitigate risks associated with the bank's mathematical, statistical, and AI/ML models. This role ensures that traditional quantitative models and advanced AI systems are conceptually sound, compliant with regulations, and governed ethically. The position reports directly to the Chief Risk Officer.

Responsibilities

Conduct independent technical validations of high-risk credit and market risk models
Review and challenge advanced AI algorithms including deep learning and NLP models
Maintain bank-wide model inventory and ensure regulatory compliance with BNM frameworks

Skills

About Ryt Bank

rytbank.my

Headquarters

Kuala Lumpur, Kuala Lumpur, Malaysia

Company Size

51-200 employees

View Profile

Ryt Bank is a next-generation AI-powered digital bank led by YTL Digital Capital Sdn Bhd, and Sea Limited, two of Southeast Asia’s most successful companies. Ryt Bank is committed to transforming the banking landscape in Malaysia by offering innovative products through technology to empower customers and make banking simple and convenient - one that is as innovative as it is inclusive.