Credit Risk Model Development (Non-Retail)

  • Competitive Package
  • Singapore
  • Permanent, Full time
  • Robert Walters (Singapore) Pte Ltd , EA Licence No: 03C5451
  • 22 Nov 17 2017-11-22

An exciting Specialist, Credit Risk Model Development (Non-Retail) job has just become available at an established regional bank based in Singapore. You will be responsible for developing risk models for the bank in line with regulatory (Basel, MAS) requirements as well as industry best practices.

About the Specialist, Credit Risk Model Development (Non-Retail) Role:

In this business critical role your main responsibility will be predominantly on credit risk models, with some added responsibility for FRS-related overlays as well.

Key Responsibilities:

  • Present and explain / defend the modelling and review results to various management committees for endorsement and approval
  • Liaise with MAS and other countries' regulators for regulatory approval and address any issues or gaps raised
  • Work with model implementation team to ensure successful roll-out of new / revised models
  • Conduct regular review and monitoring of credit risk models and liaise with model validation during its annual model validation cycle
  • Conduct training and briefing sessions to internal users

To succeed in the Specialist, Credit Risk Model Development (Non-Retail) job, you will need to have the ability to work effectively and cooperatively with internal stakeholders and regulators.

Key Requirements:

  • Degree or Master's preferably in finance, applied statistics or other related / suitable quantitative discipline
  • Minimum five years' experience in credit risk model development, with proven ability to independently develop and review models as well as guide less experienced staff
  • Well-versed in either corporate / commercial, consumer, retail SME or financial institution portfolio and products
  • Familiar in statistical modelling methods, in particular, logistic regressions, segmentation techniques as well as the associated methods for handling low default count
  • Self-assured and able to interact well with senior management levels
  • Good command of verbal and written English is a necessity

The successful Specialist, Credit Risk Model Development (Non-Retail) will join an established regional bank whose expertise has made them the leader in their field.

If you are driven, determined and want to take the next step in your career, this is the role for you. Great career progression opportunities await the right person in this exciting job.

Apply today to discuss this opportunity.

Robert Walters (Singapore) Pte Ltd

ROC No.: 199706961E | EA Licence No.: 03C5451

EA Registration No.: R1656722 May Jin Yap