Credit Risk Modelling Manager/Lead, Singapore Credit Risk Modelling Manager/Lead, Singapore …

Gravitas Recruitment Group
in Singapore
Permanent, Full time
Last application, 08 May 21
Up to USD0.00 per month + Felxible
Gravitas Recruitment Group
in Singapore
Permanent, Full time
Last application, 08 May 21
Up to USD0.00 per month + Felxible
Global consulting group is looking for an experienced quantitative risk professional to join their growing teams. Due to the uptick in client projects, they are looking to expand the Risk Team with a client facing skills to join their SE Asia Consulting practice.

This team currently work on financial risk model design and development, model validation, testing and other advanced data analytics focusing on credit risk, Basel II capital, economic capital, operational risk, and insurance risk models.

Their strength is the advice on regulatory standards including IFRS 9, IFRS 17 and Basel requirements. They are looking our for a manager level candidate who can execute key project work and also oversee a number of more junior consultants working as a cohesive team on strategic and might profile projects.

About the Role

* Perform financial and statistical modelling and analytics for a wide range of client portfolios (financial and non-financial services)

* Analyse and interpret quantitative results to understand business impact.

* Conduct review and analysis of credit risk, market risk, Basel II capital, operational, and insurance risk models.

* Demonstrate ability to apply judgement, initiative and lateral thinking to problem-solving.

* Work closely with the engagement teams and managers while understanding individual responsibilities and deliveries.

* Lead thought leadership groups and research and development activities as appropriate

* Supporting Directors and Partners in the development of the Risk Consulting team across SEA About you

* The current financial regulatory landscape (Basel II/III, IFRS9, etc.)

* Quantitative skills and ability to work with large complex data sets.

Exposure to all or part of the following

* Credit risk modelling experience (PD/LGD/EAD, stress-testing, economic capital, etc.)

* Statistics modelling exposure SAS, MATLAB, SPSS, R, Python (or similar statistical analytic tool)

* University degree in a quantitative discipline (including Maths, Financial Engineering, Actuarial, Statistics, etc.)

* Analytical and independent thinker with strong English written and verbal communication skills.

* Minimum 5 years In the first instance, contact Dietrich Yap for an initial discussion. d.yap@gravitasgroup.com

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