Credit Risk Data Science Manager: Feature Engineering

TNG Digital; Kuala Lumpur; On-site; MYR 90,000 - 135,000; Full time

Benefits offered by this job

Medical coverage

Extra leave for family and caregiving

Monthly lifestyle allowance via TNG eW

Long-term rewards for contributions

Mobile and broadband reimbursement

Discounts and wellness perks

Job summary

TNG Digital in Kuala Lumpur is seeking a Credit Risk Analyst to strengthen governance, design credit policies, and develop quantitative models for the consumer portfolio. You will collaborate with stakeholders to ensure risk metrics and guardrails align with business strategies.

Responsibilities include enhancing credit policies, supporting systems like loan origination and scoring, and delivering robust risk reporting.

Qualifications

• Degree in quantitative field with ability to analyze data.
• Strong Excel skills and statistical tools (SAS, SQL, R, Python).
• 3–7 years of relevant credit risk management experience in consumer portfolios.
• Experience with BI software and databases such as Power BI/Tableau/SQL.

Responsibilities

• Develop and enhance the Credit Reporting & Monitoring framework to meet stakeholder requirements.
• Ensure portfolio governance with quantitative metrics and guardrails for policy operation.
• Assist Head of Credit Risk in reviewing Credit Policies & Standards to reflect best practices.
• Provide requirements for credit risk recognition, measurement, and reporting for key credit risk projects.
• Develop, implement and maintain business/credit policies and systems.
• Develop, implement and maintain models/scorecards for default likelihood and related metrics.

Skills

Quantitative analysis

Excel

SAS

SQL

Python

Data handling

Education

Bachelor's degree in Mathematics/Statistics/Financial Engineering

Tools

Power BI

Tableau

Cloud BI tools

Job description

TNG Digital in Kuala Lumpur is seeking a Credit Risk Analyst to strengthen governance, design credit policies, and develop quantitative models for the consumer portfolio. You will collaborate with stakeholders to ensure risk metrics and guardrails align with business strategies.

Responsibilities include enhancing credit policies, supporting systems like loan origination and scoring, and delivering robust risk reporting.