Vp, Risk Modeling - Singapore - Charterhouse-SG

Charterhouse-SG
Charterhouse-SG
Verified Company
Singapore

3 weeks ago

Wei Jie

Posted by:

Wei Jie

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Description

Job details:


  • Location:
  • Singapore
  • Job Type:
  • Permanent
  • Discipline:


  • Banking & Financial Services

  • Reference:


  • BF/XY/VPRMBB/ C

  • Posted:


  • about 1 hour ago

  • Consultant:


  • Xavier Yap

  • Consultant Phone:

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Job description:


Rare opportunity to join an International Bank as a VP, Risk Modeling ( Business Banking ) as part of the company's expansion plan.


RESPONSIBILITIES:


  • Develop and enhance ECL models (PD, EAD, LGD) and credit risk models according to Basel standards
  • Support internal users with credit risk analytics reports and model validations
  • Present and justify model validation results to senior management and business stakeholders to obtain buyins and regulators' approvals.
  • Encourage the usage of basel models and scorecards internally amongst credit approvers, collection team and internal stakeholders
  • Up to date with the latest Basel and IFRS model development standards

REQUIREMENTS:


  • Bachelor in Banking & Finance, Financial Engineering, Statistics or equivalent
  • Minimally 10 years of experience in credit risk model development and validation Engineering or equivalent in a banking environment
  • Indepth proficiency in SAS (Enterprise Minder, Enterprise Guide, Programming) and SQL
  • Strong communication skills to obtain senior stakeholders' buyins and excellent stakeholder management skills required
EA License no: 16S8066 | Reg no: R1980978
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