AVP/VP, Credit Risk Modeling

  • Negotiable
  • Singapore Singapore Singapore SG
  • Permanent, Full time
  • McGregor Boyall Associates Pte Ltd (Singapore) , EA Licence No: 11S4330
  • 24 Apr 18 2018-04-24

The primary function of this role is to develop and maintain quantitative models, scorecards to assess the default likelihood, recovery expectations and volatility of the bank's wholesale or retail portfolio.

Role:

  • Develop and implement credit rating, economic capital and IFRS ECL models
  • Maintain user requirements and configurations of rating or IFRS ECL systems for different customer segments
  • Monitor, back test and report performance of the models
  • Work closely with model validation team to ensure adherence to the governance framework for model deployment
  • Engage with stakeholders to develop analytic solutions in business strategies, credit decisioning, risk appetite provisioning and capital assessment

Requirements:

  • Relevant degree in a quantitative discipline (Mathematics, Statistics, Financial Engineering) with ability in performing quantitative analysis
  • Strong data manipulation and computational skills preferably in SAS or SQL
  • Analytical with strong written and verbal communication skills in explaining complex technical subjects in a simple and pragmatic way to business and senior management
  • Experience in risk analytics or credit risk management in wholesale or consumer portfolios will be an advantage

For more information please apply online or alternatively email your CV to Kristen Lim (R1217440) at klim@mcgregor-boyall.com thanks.

McGregor Boyall Associates Pte Ltd is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.

EA Licence No: 11S4330