AVP Credit Risk Modelling Analyst | Selby Jennings
The client is a very reputable international bank looking to expand their credit risk modelling department as part of an agressive plan to be one of the more significant players in the region.
Roles Responsibilities
• Develop, implement and maintain internal credit risk grading models and systems for different segments of the Bank’s retail and retail SME portfolios.
• Develop and maintain user requirements, parameters and configuration for risk rating systems.
• Conceptualized and developed the existing Basel II models [PD and EAD] to enable better credit decisions to be made, resulting in better utilization of the bank’s risk weighted assets.
• Provided credit risk analysis and on-going communication with relevant key stakeholders on usage and performance of the credit models to ensure that the models are an integral part of the bank’s risk management structure.
• Drive usage of such models in credit decisioning, business strategies, risk appetite setting and capital assessment.
Requirements
• Good university degree and highly numerate.
• At least 5 years of experience in credit risk analytics / management of consumer or retail SME portfolios with a strong interest in methodological aspects of credit risks. Direct involvement in development or validation of credit risk models or scorecards will be an advantage.
• Strong analytical, quantitative and computational skills (preferably in SAS or SQL)
• Able to work independently as well as in a team
• Good communication and interpersonal skills
Please submit all applications to apply.a33hoj1mz6@selbyjennings.aptrack.co.uk or call us at +65 6589 4410 for more information
For more information, please visit www.selbyjennings.com or contact us at +65 6589 4410
Selby Jennings Pte Ltd MOM EA License no: 11S3033
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