Credit Risk Modeling Pro - Hybrid, Growth & Impact

MHA Consultancy Services Sdn Bhd; Kuala Lumpur; Hybride; MYR 120 000 - 180 000; Plein temps

Avantages offerts par ce poste

Hybrid work model

Medical coverage

Performance bonus

Résumé du poste

MHA Consultancy Services Sdn Bhd in Kuala Lumpur is seeking a Credit Risk Modelling Specialist to design, validate, and optimize predictive credit risk models for our loan portfolio. You will apply statistical methods, machine learning, and behavioral analytics to assess repayment capacity and drive profitability.

The role emphasizes end-to-end model development, monitoring, governance, and cross-functional collaboration with Risk, Product, and Data Engineering teams in a hybrid work environment.

Qualifications

• Bachelor’s degree or higher in a quantitative field.
• Strong Python or R for statistical modeling and ML development.
• Advanced SQL skills to query large datasets.
• Solid understanding of credit risk concepts (PD, Credit Scoring, Repayment Behavior).
• Experience in scorecard development, feature engineering, backtesting, and performance monitoring.
• FinTech/Consumer Finance/Digital Lending experience preferred.

Responsabilités

• Design and build predictive credit risk models (PD, scorecards) for loan portfolios.
• Develop driver-based models to optimize credit limits and loan amounts.
• Perform data analytics and feature engineering on large historical datasets.
• Monitor model performance and recalibrate to maintain predictive power.
• Collaborate with Risk, Product, and Data Engineering teams to align deployments.

Connaissances

Python

R

SQL

Credit risk

Statistical modeling

Feature engineering

Backtesting

Model monitoring

Formation

Bachelor’s degree in Data Science, Statistics, Mathematics, Computer Science, Actuarial Science, Finance or related quantitative field

Outils

SQL

Description du poste

MHA Consultancy Services Sdn Bhd in Kuala Lumpur is seeking a Credit Risk Modelling Specialist to design, validate, and optimize predictive credit risk models for our loan portfolio. You will apply statistical methods, machine learning, and behavioral analytics to assess repayment capacity and drive profitability.

The role emphasizes end-to-end model development, monitoring, governance, and cross-functional collaboration with Risk, Product, and Data Engineering teams in a hybrid work environment.