AVP - Credit Risk Modeling (SAS/IFRS)
- 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.
- 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
- 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