Senior / Lead Modelling Analyst, Credit Risk Modelling, Risk Portfolio Management

Recruiter
OCBC Bank
Location
Singapore, SG
Salary
Competitive
Posted
19 Mar 2019
Closes
19 Mar 2019
Ref
1079914880
Job role
Accountant
Sector
Accounting - Public practice
Contract type
Permanent
Hours
Full time
Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving risk portfolio management function.

Roles and Responsibilities :
  • Develop, implement and maintain credit risk models for the measurement and management of credit risk for different segments of the Bank's portfolios.
  • Develop and maintain user requirements, parameters and configurations of systems for credit models.
  • Develop in-depth knowledge and expertise in credit risk modelling methodologies.
  • Monitor, back test and report performance of the models.
  • Work closely with independent model validator team to ensure adherence to the model governance framework and ensure timely closure of validation issues.
  • Engage with auditors and regulators to ensure compliance with relevant requirements.
  • Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting and provisioning and capital assessment
Reporting to :
  • Team Lead, Credit Risk Modelling, Risk Portfolio Management

*LI-MLee

Qualifications
  • Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis.
  • Analytical and independent thinker with strong written and verbal communication skills especially in explaining complex technical subjects in a simple/pragmatic way to business and senior management.
  • Strong computational skills preferably in SAS, SQL, Python etc.
  • At least 5-7 years and 3 years of relevant experience in a related area for Senior Lead and Lead Analyst respectively.
  • Experience in risk analytics or credit risk management in wholesale or consumer portfolios will be an advantage.

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