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Credit Risk Modeller, Analyst–AVP Level, Singapore, Salary: Competitive (Credit Risk)
2 Roles Available:
-Retail and SME focused,
-Consumer Credit focused.
The Bank is one of the most profitable houses in Singapore right now and this is exhibited in its strong growth over the past few months.
They are looking for Credit Risk Modellers in two different areas. One role is focussed on Retail and SME and the other is Consumer Credit focused.
The bank is looking to bill up its Risk Analytics capabilities with in the Basel II and Capital Management area. Therefore there are opportunities for Risk Quants within this space to join the team at a number of different levels.
Responsibilities:
He/She is responsible for developing, implementing, validating and monitoring Basel II models, as well as overall risk management of corporate portfolios.
-Develop, maintain and enhance existing Basel II [PD] models to support credit risk and performance management of the banking business
-Conduct regular and ad-hoc validation of Basel II PD 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
-Drive the use of Basel II models in customer acquisition, portfolio management, collections and other areas of the credit cycle. Liaison with business managers, credit approval, collections and other stakeholders to obtain feedback on model performance, perform score cut-off reviews, plan for new model development/ model enhancements, etc
-Support product and credit programmes, including the review/estimation of risk parameters, product pricing, product structure and regulatory requirements
-Develop and maintain Basel II and other credit risk related documentation, policies and procedures
-Implement Basel II models, manage the scoring and capital computation engines and analytics datamart, conduct UAT and support overall deployment of models
-Work with Lloyds Group Risk Management on group-wide programmers, such as Economic Capital model, ICAAP framework, stress testing and other initiatives
-Conduct periodic training and research and development of new models, methodologies and model applications
-Support Lloyds regional offices in Basel II development and other required efforts
-Development of next generation risk models achieving industry best standards
-Help develop risk strategy
Please send replies by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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