Wholesale Credit Risk Modeller (VP Level), Singapore recruitment
Credit Risk Modeller (VP Level) – WholesaleLocation: SingaporeType: Permanent roleSalary: 140k – 190k SGD + BonusResponsibilities:Develop and validate Basel II models (PD/LGD/EAD) Develop stress testing models Work with various stakeholders within the bankDevelop and implement correlation model for Economic capitalResearch and improve on exisiting Basel II models Ideal candidate:Bachelor’s Degree in quantitiative subjectsCFA/FRM qualification would be a plus6-8 years of experience in developing/validating for Basel II models (PD/EAD/LGD)Understanding of Wholesale BankingKnowledge in SAS, S-PLUS, Read more […]
December 6, 2011
• Tags: Risk Management careers in the Singapore, Singapore recruitment, Wholesale Credit Risk Modeller (VP Level) • Posted in: Financial • Comments Off on Wholesale Credit Risk Modeller (VP Level), Singapore recruitment