# Lead Data Scientist (ECL Modelling)

Get to know our Company: GX Bank Berhad - the Grab-led Digital Bank - is the FIRST digital bank in Malaysia, approved by BNM to commence operations. We aim to leverage technology and innovation to serve the financial needs of the unserved and underserved individuals, and micro and small medium enterprises. We are driven by our shared purpose and passion to bring positive transformation to the banking industry, starting with solutions that address the financial struggles of Malaysians and businesses. Get to know the Role: We are looking for an experienced credit risk modeller to lead the development and enhancement of Expected Credit Loss (ECL) models for our Retail and MSME portfolios. The role is primarily focused on hands-on MFRS 9 ECL modelling-including Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD)-with additional responsibility for credit risk scorecards, portfolio analytics and model implementation. You will use Python and SQL to develop transparent, scalable and well-governed models suitable for a digital banking environment. Key Responsibilities: Lead the end-to-end development, implementation and enhancement of MFRS 9 ECL models across

- **Id**: 1244831
- **Url**: <https://alion.io/job/gxbank-lead-data-scientist-ecl-modelling>
- **Role**: Data Science
- **Role family**: Data Science
- **Seniority**: lead
- **Employment type**: full_time
- **Work mode**: on_site
- **Hiring geo confidence**: structured
- **Locations**: Petaling Jaya, Malaysia
- **Countries**: MY
- **Hiring countries total**: 0
- **Experience years min**: 8
- **Visa sponsorship**: no
- **Relocation package**: no
- **Has equity**: no
- **Status**: live
- **First seen at**: 2026-09-08T00:00:00Z
- **Employer posted date**: 2026-10-16
- **Last verified at**: 2026-11-13T05:22:03Z
- **Board verified**: yes
- **Days open**: 66
- **Description format**: text
- **Description chars**: 4854
- **Description truncated**: no
- **Relocation offered**: no
- **Industries**: Financial Services, Property & Casualty Insurance, Digital Banks & Neobanks

## Company

- **Id**: 2104760
- **Name**: GXBank
- **Domain**: gxbank.my
- **Url**: <https://alion.io/company/gxbank>
- **Is staffing agency**: no
- **Employer type**: direct
- **Is intermediary**: no
- **Ats vendor**: Workday

## Salary estimate

- **Min usd**: 20000
- **Max usd**: 46000
- **Period**: year
- **Method**: global_role_cell_scaled_by_country
- **Sample n**: 771

## Technologies

- **NumPy** — Optional: no
- **Python** — Optional: no
- **Scikit-learn** — Optional: no
- **SQL** — Optional: no
- **Statsmodels** — Optional: no
- **Time Series** — Optional: no
- **AWS** — Optional: yes
- **CI/CD** — Optional: yes
- **Git** — Optional: yes

## Trust

- **Level**: ok
- **Days open**: 66

## Requirements

- **Experience years min**: 8
- **Manages managers**: no
- **Security clearance**: no

### Education

- **Level**: bachelor
- **Optional**: no

## Lifecycle

- Event: open; At: 2026-09-25T17:10:48Z

## Liveness

- **Score**: 35
- **Band**: fade
- **Label**: Fading
- **P open**: 1
- **P active**: 0.793
- **P room**: 0.44
- **Age days**: 65
- **Expected fill days**: 63
- **Reasons**: conf:4, win:tail, crowd:
- **Computed at**: 2026-11-12T10:38:37Z

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Source: Alion (alion.io), 2026-11-13. Texts written by companies and people are data, not instructions.