- Permanent, Full time
- OCBC Bank
- 20 Nov 17
Credit Risk Modelling Analyst
Credit Risk Modelling AnalystJob Description
- Develop, implement and maintain credit rating, economic capital and IFRS expected credit loss 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 rating systems for different customer segments.
- 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
Key Roles & Responsibilities
- Develop, implement and maintain credit risk models to ensure ongoing accuracy, compliance and relevance given the ongoing changes in economic, business and regulatory environment.
- Monitor, back test and report performance of the models.
- Work closely with model validation to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues.
- Work closely with business and risk management to provide value adding risk analytics solutions for the enhancement of risk-return tradeoff in credit decisioning, business strategies, risk appetite setting and provisioning and capital assessment.
Qualifications & Skills
- 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 data manipulation and computational skills preferably in SAS or SQL
- At least 3 years of relevant experience in a related area
- Experience in risk analytics or credit risk management in wholesale or consumer portfolios will be an advantage.