Manager, Credit Risk Modeler

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.

Role Overview:

The Risk Modeler is responsible for developing, validating, and enhancing risk models that support credit decisioning, portfolio monitoring, and risk strategy within the digital lending business. Reporting to the Head, Financial Risk, this role plays a critical part in enabling data-driven, scalable, and compliant lending practices.

The role focuses on building predictive models across the credit lifecycle (origination, behavioural scoring, collections), leveraging advanced analytics and machine learning techniques. The Risk Modeler will also ensure models are robust, explainable, and aligned with regulatory expectations in Malaysia (including BNM guidelines).

What You'll Do:

1. Credit Risk Model Development

• Design, develop, and deploy risk models across the lending lifecycle, including:
• Application scorecards (origination / underwriting)
• Behavioural scorecards (portfolio monitoring)
• Collections & recovery models (roll rate, propensity to pay)
• Apply statistical and machine learning techniques (e.g., logistic regression, decision trees, gradient boosting) to improve predictive accuracy
• Continuously refine models using internal and alternative data sources (e.g., transactional, bureau, digital footprint data)

2. Model Validation & Performance Monitoring

• Conduct ongoing model performance tracking, including:
• Predictive power (KS, AUC)
• Stability (PSI, CSI)
• Back-testing and benchmarking
• Identify model drift, deterioration, or bias and recommend recalibration or redevelopment
• Support independent validation processes and ensure adherence to model governance standards

3. Data Analytics & Risk Insights

• Analyse portfolio trends to provide insights on:
• Approval quality
• Delinquency and default patterns
• Customer segmentation and risk profiles
• Translate analytical findings into actionable recommendations for credit policy and risk strategy
• Work closely with Risk Strategy and Business teams to optimise approval rates vs. risk appetite

4. AI / Machine Learning Enablement

• Support the adoption of AI/ML-driven credit decisioning frameworks, ensuring:
• Model interpretability and explainability
• Compliance with regulatory expectations
• Collaborate with Data Science and Engineering teams to:
• Deploy models into production environments
• Ensure scalability and real-time decisioning capabilities

5. Risk Governance & Regulatory Compliance

• Ensure models are developed and maintained in line with:
• Bank Negara Malaysia (BNM) expectations on model risk management
• Internal model governance frameworks and audit standards
• Maintain comprehensive documentation covering:
• Model methodology
• Assumptions and limitations
• Validation results and approvals
• Support internal and external audits, regulatory reviews, and reporting requirements

6. Cross-Functional Collaboration

• Partner closely with:
• Financial Risk & Credit Strategy teams
• Product and Business teams (to align models with customer journeys)
• Technology and Data teams (for deployment and data pipelines)
• Provide technical guidance on risk modelling approaches and best practices

Role Requirements:

Education

• Bachelor's or Master's degree in:
• Statistics, Mathematics, Data Science, Actuarial Science, Economics, or related quantitative disciplines

Experience

• 3–7+ years of experience in:
• Credit risk modelling within banking, digital lending, or FinTech
• Proven experience in:
• Developing and deploying credit scorecards or predictive models
• Working with large datasets and structured/unstructured data
• Familiarity with Malaysian regulatory environment (BNM) is an advantage

Technical Skills

• Strong proficiency in:
• Programming: Python, R, SAS, or similar
• Data manipulation: SQL
• Hands-on experience with:
• Statistical modelling techniques (logistic regression, survival analysis)
• Machine learning methods (tree-based models, ensembles)
• Experience with model monitoring metrics (KS, AUC, PSI) and validation frameworks

What You Get

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.

Note: Only shortlisted candidates will be contacted.