VP, Credit Risk Modelling, Wholesale/Consumer Banking

  • Competitive Benefits
  • Singapore Singapore Singapore SG
  • Permanent, Full time
  • Profile Search & Selection Singapore , EA Licence No: 16S8069
  • 14 May 18 2018-05-14

A leading prominent Asian Bank is looking for an experienced Credit Risk Modelling professional to join their team in Singapore.

This is a key role to help develop, implement and maintain quantitative models, scorecards, and systems for the bank's consumer portfolio.

Key responsibilities include:

  • Develop, implement, and maintain various models including but are not limited to: credit rating, economic capital, IFRS expected credit loss
  • Develop and maintain user requirements, parameters, and configurations of ratings or IFRS expected credit loss systems
  • Monitor, back test, and report the model performance
  • Work with model validators to ensure adherence to the governance framework
  • Active engagement with internal stakeholders

Key requirements include:

  • University degree in a quantitative discipline with a clear ability to handle data and perform quantitative analysis
  • Strong data manipulation and computational skills in SAS and SQL
  • Minimum 6 years' relevant experience in a related area within risk analytics and credit risk management in wholesale or consumer portfolios
  • Solid analytical, written, and verbal skills

Singapore Employment Agency Licence No: 16S8069

Personal data collected will be used for recruitment purposes only.