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 Read more […]