AI Model Risk Management Specialist

Our Company

Do you want to be part of Thailand banking transformation? Data is the core of the new financial services era, and we are open for the opportunity to be part to drive this change at the core.

SCB DataX is a new venture of SCBx, the mothership of the financial technology business group comprising Siam Commercial Bank (SCB) and other subsidiaries, a leading financial services and digital services holdings in Thailand and ASEAN.

As part of the transformation of SCBx group of product and technology companies, under the SCBx brand, SCB DataX is the technology company to centralize data and provides AI/ML and data science services and products to the SCBX and its subsidiaries.

With a leading-edge cloud native data & AI platform, our vision is to support the group to providing everyone in our region with the opportunity to prosper.

We work on forward-thinking challenges of centralizing, analyzing and sharing information. We collaborate with companies and experts in many different domains, embrace diversity and all that while having a good laugh and joy in work.

About Team and Role

At DataX, we recognize the evolving challenges in AI model risk management, particularly with Generative AI, Agentic AI, and modern AI architectures. As part of the Model Risk Management function, this role ensures AI/ML models including LLMs, multi-agent AI, and deep learning systems are validated, monitored, and governed effectively.

The Model Risk Management Specialist will be responsible for evaluating AI risks, developing validation strategies, and ensuring compliance with Responsible AI principles and regulatory requirements. This includes assessing model robustness, explainability, and ethical concerns while collaborating with data scientists, engineers, operations, data governance, data privacy, and risk teams to maintain governance across modern AI stacks and cloud-based frameworks.

Your Responsibility

• Support the implementation and execution of the AI/ML model risk management framework, policies, and procedures for AI/ML models
• Perform independent validation of AI/ML models, with a focus on Generative AI, and agent-based AI.
• Assess AI risks, including bias, adversarial vulnerabilities, data leakage, and explainability challenges.
• Develop and execute model validation plans, integrating stress testing, and red-teaming assessments.
• Monitor AI model performance, tracking data drift, hallucination risks, and robustness.
• Collaborate with engineering teams to operationalize model risk controls in Machine Learning Operations and Large Language Model Operations.
• Stay updated on AI governance trends and regulations, ensuring compliance with Responsible AI and risk management standards.
• Assist in preparing and presenting model risk reports to management and relevant stakeholders.
• Contribute to the enhancement of model risk management processes, tools, and methodologies.
• Collaborate with internal functions (such as Model Owners and Model Developers), to ensure compliance with relevant standards.

Qualifications

• Bachelor's or Master's degree in Mathematics, Physics, Engineering, Statistics, Computer Science or any numerical field.
• 5+ years of experience in model development, model validation, model risk management, or AI governance.
• Strong expertise in Generative AI, NLP models, RAG, Agentic RAG, and multi-agent AI systems.
• Experience with AI risk mitigation, explainability techniques (e.g., SHAP, LIME), and adversarial testing.
• Advanced proficiency in Python, TensorFlow, PyTorch, MLflow, and cloud-based AI platforms (Azure).
• Familiarity with modern AI stacks, MLOps/LLMOps, and AI governance frameworks.
• Strong problem-solving and analytical skills, with the ability to communicate complex AI risks both verbally and in written form.
• Ability to work independently and collaboratively in a team environment.
• Demonstrated ability to manage multiple tasks and meet deadlines in a fast-paced environment.