Mgr/avp, Senior Risk Analyst, Credit Infrastructure - Singapore - OCBC Bank

OCBC Bank

Verified Company

Singapore

2 weeks ago

Posted by:

Wei Jie

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Description

Group Risk Management (GRM) is an independent function responsible for ensuring that risk management practices at OCBC Bank are effective and comprehensive.

GRM builds and drives the Bank's businesses through an integrated risk management approach relying on strong risk analytics to support strategic business decision-making and to create a competitive edge for the Group.

Key Responsibilities

Design and development of credit risk data mart to support regulatory and management reporting.
Management of data integrity and data lineage.
Preparation of regulatory and management credit risk reports
Implementation of Finalised Basel III Reform rules across OCBC and its various subsidiaries
Credit RWA optimisation through improved methodologies and data quality.
Advise business on the appropriate Credit RWA treatment.

Qualifications

Experience with enterprise data warehouse design and maintenance; design and automation of credit portfolio reports.
Programming skills such as SAS and Python for data transformation and report automation.
Credit RWA monthly reporting and Quantitative Impact Assessment exercises.
Familiarity with Moody's Risk Authority engine.

Primary Location:
Singapore

Job:
Risk Portfolio Management

Organization:
Risk Portfolio Management

Schedule:
Permanent

Job Posting: 08-Aug-2023, 2:48:21 AM