SVP, IFRS9 ECL Analytics

  • Competitive
  • Singapore
  • Permanent, Full time
  • Eames Consulting Singapore , EA Licence No: 16S8091
  • 10 Oct 17 2017-10-10

A leading regional bank in Singapore is looking for a senior Risk Analytics professional to join their IFRS9 programme overseeing the Expected Credit Loss (ECL) accounting and analytics.

With IFRS9 set to go-live in 2018, this role will focus on the model maintenance exercise for retail and wholesale portfolios, building diagnostics to explain ECL changes and documentation and presentation of IFRS9 results. The ideal candidate will have more than 10 years of relevant risk or finance analytics experience with strong technical skills in SAS. You can look forward to working in a highly skilled team and consulting with senior management on the impacts of IFRS9. The bank offers an excellent working environment and attractive remuneration for the right candidate.

 

Main Responsibilities:

  • Lead the team to build robust solution to estimate general provisioning requirements under IFRS9
  • Accountable for building and maintenance of IFRS9 compliant models for both retail and wholesale portfolios
  • Analyse ECL results and build diagnostics to explain ECL changes to senior management for decision making
  • Lead on addressing questions raised by internal stakeholders (Model Validation, Internal Audit) and external stakeholders (External Audit) by providing ECL assessments
  • Provide user requirements to Data/Technology team for system implementation and conduct User Acceptance Test for system roll-out

 

Key Skills

  • University degree with more than 10 years relevant working experience, preferably with consulting background
  • Solid understanding of credit risk modelling and related regulations. Experience in IFRS9 modelling will be a plus.
  • Strong analytical and technical skills (SAS, Excel)

 

EA Licence: 16S8091 

EA Registration Number: R1330973