Credit Risk Model Developer
RESPONSIBILITIES:
- Develop, implement and maintain internal credit risk rating models and monitoring systems for the different segments of the Bank’s wholesale portfolios such as corporate banking, project finance and financial institutions
- Develop in-depth knowledge and expertise in credit risk rating methodologies
- Drive usage of such models in credit decision making process, business strategies, risk appetite setting and risk capital assessment
- On-going monitoring of model performance and rating migrations
REQUIREMENTS:
- Good honours degree preferably in statistics, actuarial science or financial modelling.
- At least 5 years of experience in corporate credit risk analytics / management with strong technical capabilities in the methodologies used in quantitative credit risks portfolio management.
- Direct involvement in development or validation of credit risk models will be preferred.
- 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
HOW TO APPLY:
Interested candidates are invited to submit a detailed resume in MS Word format including qualifications, experience, current and expected salary, a recent photograph and contact number to:john@focussearch.com.sg
All applications will be treated with confidence. We regret that only shortlisted candidates will be contacted.
EA Licence Number: 04C4793
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