Analyst, Group Model Development, Group Risk - Singapore - MAYBANK SINGAPORE LIMITED

MAYBANK SINGAPORE LIMITED

Verified Company

Singapore

2 weeks ago

Posted by:

Wei Jie

beBee Recruiter

Responsibilities:

To develop risk models for Maybank Group in line with regulatory (Basel II, BNM or MAS) requirements as well as industry best practices. Main responsibility would be predominantly on Credit Risk models.
To present and explain/defend the modelling and review results to various management committees for endorsement and approval.
To liaise with BNM, MAS and/or other countries' regulators for regulatory approval and address any issues or gaps raised.
To work with model implementation team to ensure successful rollout of new/ revised models.
To conduct training and briefing sessions to internal users.
To conduct regular review and monitoring of risk models and liaise with Model Validation during its annual model validation cycle.

Role Requirements

Possess professional qualification or Masters or Bachelor's Degree or its equivalent preferably in Finance, Applied Statistics, Actuarial Science, Economics, or other related or suitable quantitative discipline from a recognized University.
Experienced in risk model development at least 2 years and able to develop and review models under supervision of a specialist.
Experienced in data programming, analysis and manipulation using SAS or other recognized programming languages.
Knowledgeable in Basel requirements for risk estimations and capital calculation, and knowledge of FRS is an added advantage.
Knowledgeable in either one of corporate or commercial, consumer, retail SME or financial institution portfolio and products.
Knowledgeable in statistical modelling methods, in particular, logistic regressions, segmentation techniques as well as the associated methods for handling low default count.
Selfassured and able to interact well with senior experts and business heads, good command of written and spoken English is a necessity, also experienced working in a project and able to multitask and deliver within tight deadlines.
Understanding of Agile development method is an added advantage.