Wholesale Credit Risk Modeller (VP Level), Singapore recruitment
Credit Risk Modeller (VP Level) - Wholesale
Location: Singapore
Type: Permanent role
Salary: 140k - 190k SGD + Bonus
Responsibilities:
Develop and validate Basel II models (PD/LGD/EAD)
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 models
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)
Understanding of Wholesale Banking
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