Non-Retail Credit Risk Modeller (VP/SVP Level), SEA, Singapore recruitment
Non-Retail Credit Risk Modeller (VP Level)
Location: Singapore
Type: Permanent role
Salary: 140k - 190k SGD + Bonus
Responsibilities:
- Develop, maintain and enhance existing Basel II [PD, LGD EAD] models to support credit risk and performance management of the banking business
- Conduct regular and ad-hoc validation of Basel II PD models, as well as portfolio stress testing
- Develop stress testing models
Work with various stakeholders within the bank
Develop and implement correlation model for Economic capital
Research and improve on exisiting Basel II model
Ideal candidate:
Bachelor’s Degree in quantitiative subjects
CFA/FRM qualification would be a plus
6-8 years of experience in developing/validating for Basel II models (PD/EAD/LGD)
Knowledge in SAS, S-PLUS, Mathlab is a plus
Please apply to singapore@selbyjennings.com or call +65 6818 9110
Keywords: Basel II, Model, Modelling, Credit Risk, Wholesale, Economic capital, Regulatory
September 18, 2009
• Tags: Non-Retail Credit Risk Modeller (VP, Risk Management careers in the Singapore, SEA, Singapore recruitment, SVP Level) • Posted in: Financial