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
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