AVP - Credit Risk Modeling (SAS/IFRS)

  • $140,000
  • Singapore Singapore Singapore SG
  • Permanent, Full time
  • Sloane Shorey Consulting , EA Licence No: 17S8548
  • 13 Jun 18 2018-06-13

To develop and implement quantitative credit models and systems to assess volatility for different segments of the Bank’s portfolio. Retail, Private Wealth or Wholesale banking candidates are all welcomed to apply.

Responsibilities :

  • Develop, implement and maintain credit rating, economic capital and IFRS expected credit loss models 
  • Work closely with independent model validators to ensure adherence to the governance framework for model deployment 
  • Active engagement with stakeholders to develop analytic solutions to facilitate credit decisioning, business strategies, risk appetite analysis and capital assessment

Qualifications

  • Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc)Strong data manipulation and computational skills preferably in SAS or SQL
  • At least 3 -7 years of relevant experience in a related area
  • Experience in risk analytics or credit risk management in wholesale or consumer portfolios will be an advantage.

 Sloane Shorey Consulting Limited, Hong Kong is a licenced Employment Agency. Licence number: 54879 | Sloane Shorey Consulting Pte Ltd, Singapore is a Ministry of Manpower approved EA. Licence number: 17S8548 | EA. Registration number: R1105334