Head of Credit Risk Analytics (ID: 555775) MNC, CBD location

Employer
PERSOLKELLY Singapore Pte Ltd
Location
Singapore, Singapore
Salary
S$10k - S$20k
Posted
29 Jul 2022
Closes
28 Aug 2022
Ref
16101229
Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Key Responsibilities:
  • Implement the credit risk management framework including ongoing identification, assessment, monitoring and reporting of key credit risk exposure
  • Conduct portfolio data analysis on post lending accounts to identify the associated credit risks and problems and make appropriate recommendations on risk mitigation
  • Monitor the performance of the bank's loan portfolios to ensure compliance with regulations and bank-wide credit risk strategies, policies and manuals
  • Solicit and analyse market related information on the practice or trend of retail and corporate risk management to make recommendations to Senior Management for procedural reviews
  • Review and validate credit decision process and credit modelling to identify areas for improvements
  • Work closely with business teams, product team, data scientists to drive various initiatives to achieve business needs within risk appetite
  • Manage model risk for scorecards, segmentation, loss forecasting and IRB models including validation, monitoring, managing through limitations and compliance to Model Risk Management Framework
  • Oversee regular tracking on MIS and key performance metrics of all scoring models, loss forecasting models and risk segmentation models


Requirements
  • Degree or above with major in Mathematics, Statistic or Financial Engineering
  • Minimum 10 years relevant experiences from credit risk analytics and/or modelling in banking
  • Hands-on experience in the end-to-end development/validation of credit risk models
  • Sound knowledge of Basel, IFRS9, MAS requirements in relation to models
  • Firm understanding of credit products in wholesale / SME segment
  • Good stakeholder management and presentation skills
  • Proficient in SAS, SQL and other analytical tools (R, SPSS)
  • CFA or FRM certification will be an added advantage
  • Self-initiated, excellent analytical skills and ability to handle multiple tasks under tight schedules
  • Articulate; good command of written and spoken English.
  • Meticulous, organised and able to produce documentation of high quality with clear and concise messaging
  • Self-assured with proven ability to interact well with various working levels


For interested parties, please send resume to raymond_gan@persolkelly.com

We regret that only shortlisted candidates will be notified
PERSOLKELLY Singapore Pte Ltd • RCB No. 200007268E
EA License No. 01C4394 •EA Registration No: R1988743 (Raymond Gan)

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