Head of Risk Modelling | VP| Singapore recruitment

Role:

• Lead a team of credit and modeling specialists in developing monitoring credit scorecards and Basel II AIRB models, including stress testing, with specialist knowledge in consumer banking scorecard Basel 2 modeling

• Manage the deployment of the scorecards and Basel 2 models by meeting all standards from model validation, audit, regulators’ reuirements to system implementation and maintenance of the models

• Acts as the key responsible manager in management reporting and for internal external reviewers including technical, governance and process

•  Key responsible manager in the introduction, development, in-use and performance of credit scorecards and Basel2 models in all consumer credit locations, including guidance and leadership to obtain local AIRB status

•  Plan and deploy strategic changes together with the country credit risk managers in rollout of credit risk models to support business growth profitability and credit cycle management to attain high level of efficiency and effectiveness

•  Set and drive model development performance monitoring standards, sophistication, quality and effectiveness through technical know-how and use of analytical tools

•  Lead in development and use of stress test models and ICAAP reuirements for both credit risk and capital stress

•  Work with regional consumer credit management team in ensuring data management, use of analytical tools and credit standards are effectively and efficiently deployed and improved over time at all consumer credit lending locations

• Support the business credit risk managers in putting the models in-use for acquisition and credit risk management

Ideal Candidate:

 •    Minimum 8 years’ relevant experience in consumer banking business or credit risk management,

• Experience in Scorecard and Basel II AIRB implementation are required

•  Good communication skills to interact with team, peers within credit family, business partners and other internal and external stakeholders

•  Exposure in risk/portfolio management in consumer products with adeuate level of business acumen – having the knowledge of how the various drivers of risk, returns, effectiveness and efficiency interact

•  Proficiency in SAS and analytical tools

•  Proficiency in Basel II regulatory guidelines and standards