Senior Credit Risk Modeling Quant

  • Up to S$200,000 per annum
  • Singapore Singapore Singapore SG
  • Permanent, Full time
  • Black Swan Group
  • 17 May 18 2018-05-17

A leading international bank is seeking a Quant Modeler to assist in the design, development and implementation of predictive Credit Risk model for the bank's portfolio. You will be working in a dedicated department responsible for credit risk modelling and it is a great way to gain exposure to a wide range of models and modelling approaches, as well as having the opportunity to innovate and to develop skills ranging from design and coding through to communication and presentations. In return you will enjoy a remuneration of up to S$200,000 per annum.

What you will do

  • Lead on scoping, design, development and implementation of Credit Risk models (Retail and Non-Retail) and other analytical solutions to support decision making, impairment and capital calculations across the Bank's portfolios
  • Apply advanced statistical/technical methods in the development of new models/initiatives, championing best practice, and challenging other analysts' work
  • Liaise with other quantitative analysts within the Group to ensure that local solutions are consistent with any existing group approach
  • Ensure all models are monitored correctly and perform regular reviews aligned to policy on performance; communicate clearly and effectively model performance to senior stakeholders and drive forward any necessary actions

What you will need

  • Previous experience building credit risk models, including knowledge of regulation, estimation and validation techniques relevant to compliance with IRB modelling. 
  • Degree educated or equivalent in a numerate discipline. 
  • Strong analytical and problem solving skills. 
  • Advanced computer literacy, in particular SAS. 
  • Proven ability in model development and detailed knowledge of business strategies and banking products would be beneficial 

If you believe you fit the requirements for the role, please email me at dexter.chin@blackswangroup.com.

All information will be kept strictly confidential. We regret to inform that only successful applicants will be contacted.