Non-Retail Credit Risk Modeller (VP/SVP Level), SEA, Singapore recruitment
Non-Retail Credit Risk Modeller (VP Level) Location: SingaporeType: Permanent roleSalary: 140k – 190k SGD + BonusResponsibilities:Develop, maintain and enhance existing Basel II [PD, LGD EAD] models to support credit risk and performance management of the banking businessConduct regular and ad-hoc validation of Basel II PD models, as well as portfolio stress testingDevelop stress testing models Work with various stakeholders within the bankDevelop and implement correlation model for Economic capitalResearch and improve on exisiting Basel II model Ideal candidate:Bachelor’s Degree in quantitiative Read more […]
September 18, 2009
• Tags: Non-Retail Credit Risk Modeller (VP, Risk Management careers in the Singapore, SEA, Singapore recruitment, SVP Level) • Posted in: Financial • Comments Off on Non-Retail Credit Risk Modeller (VP/SVP Level), SEA, Singapore recruitment