• Competitive
  • Singapour, Singapore
  • CDI, Plein-temps
  • OCBC Bank
  • 13 déc. 17

Credit Risk Modelling Analyst

Credit Risk Modelling Analyst

Job Description
  • Develop, implement and maintain credit rating, economic capital and IFRS expected credit loss models for the measurement and management of credit risk for different segments of the Bank's portfolios.

  • Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments.

  • Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting and provisioning and capital assessment

Key Roles & Responsibilities

  • Develop, implement and maintain credit risk models to ensure ongoing accuracy, compliance and relevance given the ongoing changes in economic, business and regulatory environment.

  • Monitor, back test and report performance of the models.

  • Work closely with model validation to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues.
  • Work closely with business and risk management to provide value adding risk analytics solutions for the enhancement of risk-return tradeoff in credit decisioning, business strategies, risk appetite setting and provisioning and capital assessment.

Qualifications & Skills

  • Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis.
  • Analytical and independent thinker with strong written and verbal communication skills especially in explaining complex technical subjects in a simple/pragmatic way to business and senior management.
  • Strong data manipulation and computational skills preferably in SAS or SQL
  • At least 3 years of relevant experience in a related area

  • Experience in risk analytics or credit risk management in wholesale or consumer portfolios will be an advantage.