Credit Risk Model Validation | South East Asia | Singapore recruitment

Job Description:

The role, which covers both Consumer Banking and Wholesale Banking, will focus on the assessment of risk models and systems for all Retail and Wholesale products
Opportunity to significantly expand analytical skills and learn about Retail and Wholesale Credit Risk model building and validation - focus on PD/LDG/EAD models and Corporate Banking Scorecards
Depending on the candidates skills and experience the role could be involved Consumer Banking, Small and Medium Enterprise and Wholesale Banking modelling work
Focus on the assessment of risk models and systems and regulatory requirements
This includes assessment and approval of all new model developments and/or changes to existing models and related risk data and infrastructure
Supporting our direct interaction with regulators globally, focusing on Korea, China, HK, Singapore, Malaysia, Indonesia, Thailand, India, UAE and the UK.

Qualifications Skills:

At least 3 years of working experience in building credit scoring and other credit risk models across a subset of Retail, SME or Wholesale products
Intermediate (or Advanced) Statistical and data management software skills - SAS, SQL, Excel
Exposure to the practical application of the Basel 2 regulatory framework, including PD, LGD, EAD models and capital estimates
Strong focus on quality control and attention to detail
Post graduate qualifications in statistics, econometrics, mathematics or a related quant field strongly preferred (MSc, PhD)
Understanding of Portfolio/Capital and Market Risk models and tools would be highly regarded

Interested candidates please send in your resume in word format to qrfsing@selbyjennings.com

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