Credit Risk Manager

  • Salary + Bonus
  • Singapore
  • Permanent, Full time
  • Maybank Singapore
  • 17 Oct 17 2017-10-17

Development and validation of scorecards and capital models Drive the implementation of model/ capital related initiatives

You will :-

• Work closely with Group Risk Modeling/ Group Model Validation and credit experts on the development and validation of the bank’s scorecards and capital models
• Drive implementation of model/capital related initiatives to optimize Credit RWA
• Maintain and review credit rating  policy. Initiate cascading session to ensure all stakeholders have clear understanding of the rating requirements
• Preparation and submission of Bank’s Credit RWA under Basel II Pillar 1 reporting
• Perform periodic analysis on bank’s Credit RWA including rating migration, stale rating etc
• Perform regular Credit Stress Test in accordance with Basel II Pillar 2 requirements

Requirements
• Degree in quantitative qualification, preferably in Statistics, Mathematics, Accounting, Finance, Banking, Economics or other related/ suitable quantitative discipline from a recognised university
• 5 years working experience in similar function or modelling related functions
• Familiar with various Excel Mathematical and Data Manipulation functions
• Experience in data analytics and data manipulations using SAS software.  Familiar with various database structures and able to work with technical team on data extraction
• Exposure to various types of portfolios managed by the banking group and experience in business / corporate loan origination and credit processing is an added advantage
• Meticulous, organised and able to provide high quality documentation
• Confident, and able to interact well with various working levels  
• Familiar with MAS 637 and BCBS239