Credit Risk Modeler (Data Scientist)

The role is to assist the head of credit risk in developing and reviewing the credit scoring models.

What You’ll Do:

• Develop, implement and maintain quantitative models / scorecards and systems to assess the default likelihood, repayment behavioural, affordability, recovery expectations and volatility for different segments of the retail portfolio.
• Evaluate, implement and monitor internal and external credit scoring models and/or financial forecasting models using both traditional and other advanced predictive technologies, segmentation and optimization tools in strategy development.
• Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments.
• Monitor, back test and report performance of the models.
• Work closely with independent model validators to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues.
• Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting and capital assessment.
• Assist to identify problem segments as well as opportunities using data.

• Strong quantitative and analytical skills with a degree in a quantitative discipline (Statistics, Mathematics, Applied Mathematics, Engineering, Data Science/Analytics or related field). Master degree preferred.
• Strong data manipulation and computational skills preferably in R, Python Scripting or SQL.
• At least 5-7 years of relevant experience in a related area.
• Experience in risk analytics or credit risk management in consumer portfolios will be an advantage.

Work your way

• Flexible working hours

Your wellbeing matters

• Medical coverage, with option to include dependants
• Extra leave for family and caregiving needs

Rewards that grow with you

• Monthly lifestyle allowance via TNG eWallet
• Long-term rewards for your contributions

Everyday support

• Mobile and broadband reimbursement
• Discounts and wellness perks

What it’s like to work here

We care about people who take ownership, speak up, and want to make things better. Titles matter less than impact. Good ideas can come from anyone.

You will be working with people who are curious, practical, and not afraid to challenge each other in a good way.

At TNG Digital, part of TNG Digital Group, we build the tech behind TNG eWallet, one of Malaysia’s most used apps for payments and everyday life.

Millions of people rely on us daily, not just to pay, but to manage money, access financial services, and get things done faster and simpler.

Behind it all is a team that likes to question how things are done, move quickly, and try new ideas. If you enjoy solving real problems and seeing your work used at scale, you will feel right at home here.