Credit Risk Modelling Lead Analyst, Risk Portfolio Management
OCBC Bank
Singapore
18d ago

Description

Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving risk portfolio management function.

  • Develop, implement and maintain credit risk analytic 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
  • Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting and capital assessment
  • Develop, implement and maintain credit rating model to ensure ongoing accuracy, compliance and relevance given the ongoing changes in economic, business and regulatory environment.
  • Monitor and back test performance of the models.
  • Work closely with model validation to ensure adherence to the governance framework 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 capital assessment.

    Qualifications

  • 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 computational skills preferably in SAS or SQL
  • At least 7 years of relevant experience in a related area
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