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Assistant Manager, Credit Risk Modeler
2 weeks ago
About the Role
We are seeking a highly analytical and data-driven professional to join a growing Credit Risk team as an Assistant Manager, Credit Risk Modeler (Data Scientist).
In this role, you'll play a key part in developing and refining credit risk models and scorecards, enabling data-backed decision-making and risk strategy optimization.
You'll work closely with the Head of Credit Risk and cross-functional teams to design, test, and deploy predictive models that help drive better credit decisions and portfolio performance.
Key Responsibilities
- Design, implement, and maintain quantitative credit risk models and scorecards to assess default likelihood, repayment behavior, affordability, and recovery expectations across multiple retail segments.
- Develop and monitor credit scoring and financial forecasting models, leveraging traditional statistical approaches and advanced predictive analytics (e.g., segmentation, optimization, and machine learning).
- Collaborate with stakeholders to integrate model outputs into credit decisioning frameworks, risk appetite settings, and capital assessments.
- Perform regular model validation, back-testing, and performance tracking to ensure robustness and compliance with internal governance frameworks.
- Partner with internal and external validators to address any model risk findings and ensure timely resolution.
- Proactively identify risk trends, portfolio issues, and opportunities through data analytics and visualization.
Qualifications & Experience
- Bachelor's degree in Statistics, Mathematics, Engineering, Data Science/Analytics, or any quantitative field.
- (Master's degree preferred.)
- Minimum 5–7 years of experience in credit risk modeling, risk analytics, or related data science roles.
- Strong command of R, Python, and SQL for data manipulation and model development.
- Proven experience working with consumer lending portfolios or credit risk management frameworks is highly advantageous.
- Excellent analytical, critical thinking, and communication skills.
- Strong stakeholder management and ability to translate analytical insights into business strategies.
Job Type: Full-time
Pay: RM7, RM9,500.00 per month