Group Risk Management - Senior Lead Analyst, Credit Risk Modelling Group Risk Management - Senior Lead Analyst,  …

OCBC Bank
in Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
in Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
Group Risk Management - Senior Lead Analyst, Credit Risk Modelling
Job Summary
Manage a team of analysts to develop, implement and maintain quantitative models / scorecards and systems to assess the credit risk for different segments of the Bank's wholesale portfolios

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

Reporting to :
Head, Group Credit Risk Modelling

Qualifications
Requirements :
  • Good university degree and be highly numerate.
  • At least 15 years of experience in the development of quantitative credit risk models / scorecards for wholesale portfolios, with at least 5 years in management of a team.
  • Expert knowledge and competence in wholesale credit risk management, Basel requirements and internal ratings.
  • Strong project and stakeholder management skills and ability to manage cross-functional teams.
  • Strong statistical and risk modelling skills with clear ability to handle data.
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