What is "GPUwatch Interceptor app"
No, It doesn't a malware.

GPUWatch aids developers in their monitoring and measurement of performance between Vulkan and OpenGL ES. It’s now packed with new features, such as overlaid measurement results and real-time information on-screen – all made possible without separate installation or PC connection. Samsung NewsRoom

How is showed in the smartphone screen :

image retired from link GDC19

For to deepen in GPUWatch I recommend to you two Youtube videos: 
GDC19: &nbsp;A talk of HyoKeun Lee addressing about why use that tool.
GDC18: &nbsp;HyoKeun again, showing how to use GPUWatch.