Manager of Modelling Methodology I Singapore recruitment
Job Description:
• Involve in consumer Retail and SME credit risk scorecards and rating model development, validation, implementation and score strategy analytics.
• Acticvely engage in Basel II IRB retail and SME wholesale model methodology and the internal capital assessment process (ICAAP).
• Participate in Business wide and portfolio level Stress Test process, and business Risk Appetite assessment.
• Evaluate Portfolio risk performance
Qualifications Skills:
• Minimum 2 years of relevant working experience in IRB model development and/or validation
• Intermediate (or Advanced) Statistical and data management software skills - SAS, SQL, Excel
• Exposure to the practical application of the Basel II regulatory framework, capital estimates and familiar with Basel III requirements
Interested candidates please send in your resume in word format to qrfsing@selbyjennings.com