VP, Credit Risk Modelling, Risk Management
Credit risk modeller / quant required to develop and refine quantitative credit risk models and credit risk scorecards for retail and wholesale banking portfolios.
Responsibilities: - Develop retail risk models for credit rating, economic capital and expected credit loss.
- Review model performance and back-test regularly.
- Work with model validation team to ensure models are fit for purpose and follow internal guidelines.
- Engage with business to develop innovative risk management solutions using the risk models to enhance the credit decision process, support client acquisition and business strategies and fine tune risk appetite to enhance profitability with minimal risk.
Requirements: - Quantitative degree
- Strong data analysis, manipulation and presentation skills
- SAS, SQL and Python preferred
- 7+ years of risk modelling experience covering retail/consumer credit and/or wholesale banking
Role is open to overseas candidates willing to locate to Singapore, ideally with some Asia experience/knowledge. Apply now for further information on this role.
Sloane | Shorey
Sloane Shorey Consulting is a specialist recruitment firm covering controls, compliance and risk management hiring.
Live vacancy listings: sloaneshorey.catsone.com/careers
Singapore MOM EA License 17S8548
