AVP/VP, Credit Risk Modelling

Responsibilities :

• Development and maintenance of range of credit risk portfolio models, covering IRB, stress test and ECL models

• Model scope is Group coverage, i.e. across wholesale and retail, and across geographies

Qualifications :

• Good university degree with strong analytical, quantitative and computational skills

• Experience in developing and/or validating credit risk models

• Experience across geographies and different regulatory environments a plus

• Understanding of Basel rules, MAS637 regulations, FRS regulations, and credit products
• Strong in programming languages (e.g. SAS, SQL, Python)

WE REGRET THAT ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED.