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

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)

By sending us your personal data and curriculum vitae (CV), you are deemed to consent to PERSOLKELLY Singapore Pte Ltd and its affiliates collecting, using and disclosing my personal data for the purposes set out in the Privacy Policy which is available at www.persolkelly.com.sg . I also acknowledge that I have read, understood, and agree to the said Privacy Policy.