Retail Credit Risk Monitoring (12 month Contract) recruitment
Retail Credit Risk Analyst - 12 month contract
Specifically, the division is responsible for Basel II credit models, retail scorecards, Funds Transfer Pricing analytics, pre-campaign analyses, post-campaign evaluation, as well as portfolio analytics, management and reporting. The division is also responsible for supporting the Retail Bank’s risk and marketing datamart and related systems. Our mission is to drive decision making based on value analytics throughout the customer value chain
The Role
The contractual role (1 year tenor) is based in Singapore and will report to the Senior Analyst Credit Risk team for Business Banking. The Candidate will support the Senior Analyst for developing, implementing, validating and monitoring risk scorecards and Basel II models, as well as overall risk management of BB portfolios.
Responsibilities
- Support the Senior Analyst in the following areas:
- Develop, maintain and enhance existing Basel II models and retail risk scorecards (application, behavioural, etc) to support credit risk and performance management of the retail banking business.
- Conduct regular and ad-hoc validation of scorecard performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing.
- Generate, analyse and monitor portfolio risk and capital reports, scorecard performance report and booking profile. Provide ad-hoc credit risk analyses to business managers, senior management, regulators and other key stakeholders
- Develop and maintain Basel II, scoring and other credit risk related documentation, policies and procedures
Qualifications
- Undergraduate degree in a quantitative program, such as Statistics, Mathematics, Actuarial Science, Financial Engineering.
- 2-3 years of working experience in credit risk modeling and management, preferably in a retail banking environment.
- Strong PC skills: SAS - Programming, Enterprise Guide, Enterprise Miner; MS Office applications, including advanced spreadsheet and VBA.
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If you are interested in this position or would like further information please send your CV by clicking on the appropriate link.
James Blake +65 6590 9147 or james.blake@markssattin.com
Marks Sattin (Singapore) Pte Ltd - Specialist Financial Recruitment
Recruitment License Number: 09C3453