VP, Credit Risk Modelling, Wholesale/Consumer Banking

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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