Senior Analyst - Singapore - OCBC Bank

OCBC Bank

Verified Company

Singapore

2 weeks ago

Posted by:

Wei Jie

beBee Recruiter

Description

Senior Analyst / Lead Analyst, Credit Risk Modelling, Risk Portfolio Management
-
(230000SI
)
Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving Risk Portfolio Management ('RPM') function.

RPM comprises of a broad range of functions primarily focused on credit portfolio management across banking subsidiaries within OCBC Group.

These include:

Developing, implementing and managing the credit risk measurement framework encompassing credit risk scorecards and rating models, risk weighted assets determination, risk measurement data and systems infrastructure, policy and processes, expert guidance to users on usage and interpretation. These frameworks are used in the credit underwriting, customer selection, limit setting, early warning and problem recognition, assessment of capital and provision adequacy internally as well as for regulatory compliance.
Assessing the risk and opportunities in the Bank's key markets and asset classes in the context of the Bank's risk appetite and against economic, structural and cyclical conditions.
Analyzing and measuring credit and financial performance of the portfolio from multiple perspectives. Identifying trends and drivers, drawing insights and developing management discussion points and recommendations
Managing suite of portfolio dashboards and reports to the Board, senior management, functional risk committees and supervisory authorities.

Position Available:

Currently, we have opportunities available for Senior Analysts/ Lead Analysts in the Credit Risk Modelling team to work in the following areas:

Develop in-depth knowledge and expertise in credit risk modelling methodologies.
Develop, implement and maintain credit risk models for the measurement and management of credit risk for retail portfolios.
Develop and maintain user requirements, parameters and configurations of systems housing the models.
Monitor and back test performance of the models to ensure adherence to performance standards and early detection of weaknesses.
Active engagement with stakeholders to develop analytical solutions using outputs from such models in credit decisioning, business strategies, risk appetite setting, allowance and capital assessment.
Work closely with independent model validators to ensure compliance to model governance framework and timely closure of validation findings.
Engage with auditors and regulators to ensure compliance with relevant requirements.

Qualifications

Strong experience, of around 35 years & 57 years for Senior Analyst and Lead Analyst respectively, in risk analytics or credit risk assessment of retail portfolios.
Good understanding of Basel and IFRS regulations and credit products
Good university degree in a discipline such as Mathematics, Statistics, Economics, Financial Engineering.
Strong computational skills, preferably in SAS, SQL, Python etc will be an advantage.

Primary Location:
Singapore

Job:
Risk Portfolio Management

Organization:
Risk Portfolio Management

Schedule:
Permanent

Job Posting: 20-Apr-2023, 3:40:09 AM