• Negotiable
  • Singapour, Singapore
  • CDI, Plein-temps
  • Standard Chartered Bank Singapore
  • 28 déc. 17

Analyst, IFRS9 Models

  • Lieu de travail : Singapour, Singapore
  • Salaire : Negotiable
  • Type de contrat : Plein-temps

Analyst, IFRS9 Models

Leading the way in International Banking. We support the people and companies driving investment, trade and wealth creation across Asia, Africa and the Middle East. And our heritage and values are expressed in our brand promise - here for good. See our Brand and Values

Job Description

Develop IFRS9 compliant credit risk models for the Retail banking book.

Job Responsibilities

* Develop new, maintain and enhance retail scorecards (application, behaviour, collections/recovery, etc) and IFRS9 models.
* Able to conduct validation of scorecard performance, PD, LGD, and EAD models
* Work with other members of the credit risk team to utilize and integrate credit scorecards into IFRS9 models
* Support the implementation of scorecards and IFRS9 models through review of model engine enhancement, UAT and deployment
* Monitor and analyze scorecard and IFRS 9 model performance.
* Liaison with business functions, credit approval, collections and other related functions to drive use, monitor overrides, analyze new requirements and feedback on existing models
* Develop and maintain scorecard documentation, policies and procedures
* Conduct periodic training, research and development of new models, methodologies and scorecard/model business usage
* Provide consultation support to the country risk teams.

Job Requirements

* Bachelors Degree in Statistics, Math, Operations Research or other related field (Masters a plus)
* Experienced in scorecard development, maintenance and validation experiences in a banking environment.
* Good understanding of Credit Risk for the retail portfolio and retail banking products.
* Proficient statistical programming skills in SAS (and other statistical software a plus), strong analytical skills and understanding of quantitative and statistical analysis. Strong experience with: DATA step data manipulation with arrays, do-loops, and merges; SAS Macro language, SAS/GRAPH, PROC SQL experience.
* Experience in data manipulation, data mining and understanding of relational databases
* Experience with statistical modeling and analytic techniques such as OLS and logistic regression, univariate and multivariate statistical analysis, CART and/or CHAID.
* Excellent knowledge of banking risk management (Basel and IFRS 9 plus).
* Proficiency in MS Word, advanced MS Excel, database software and SQL language


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