VP, Credit Risk Modelling, Wholesale/Consumer Banking

Job Title: VP, Credit Risk Modelling, Wholesale/Consumer Banking
Contract Type: Permanent
Location: Singapore, Singapore
Salary: Competitive Benefits
Start Date: ASAP
Reference: OC107552_1525767905
Contact Name: Orelia Chan
Contact Email:
Job Published: May 08, 2018 16:25

Job Description

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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