Risk Modelling Analyst - Singapore - SeaMoney
Description
Utilize statistical and quantitative techniques, machine learning algorithms, and data analytics to enhance the predictive power and accuracy of risk models.
- Conduct thorough data analysis to identify key variables and market trends that impact credit, market and liquidity risks.
- Work closely with product managers and data owners to ensure the availability and quality of data required for model development.
- Code and implement risk models using programming languages such as Python, R, or other relevant languages.
- Collaborate with product managers and IT teams to integrate models into the organization's systems and ensure seamless execution.
- Perform ongoing validation and backtesting of risk models to ensure accuracy, relevance, and compliance with regulatory requirements.
- Identify and address any issues or weaknesses in the models through continuous monitoring and improvement processes.
- Prepare comprehensive documentation for risk models, methodologies, and validation processes.
- Ensure compliance with internal policies and regulatory guidelines.
- Collaborate with risk management, finance, and other relevant departments to understand business requirements and align risk models with organizational goals.
- Communicate model findings and recommendations effectively to both technical and nontechnical stakeholders.
Requirements:
- Master's or Ph.
- At least 2years' experience in risk modeling within the financial industry.
- Experience with IFRS 9 accounting rules and ECL models is a plus.
- Strong proficiency in programming languages such as Python, R, or other relevant languages.
- Familiarity with machine learning techniques and statistical modeling.
- Excellent analytical and problemsolving skills.
- Knowledge of regulatory requirements related to risk modeling (e.g., Basel II/III).
More jobs from SeaMoney
-
Credit Risk Management
Singapore - 5 days ago
-
Fraud Risk Management Specialist
Singapore - 3 days ago
-
Risk Modelling Analyst
Singapore - 5 days ago
-
Financial Planning
Singapore - 2 hours ago
-
Project Manager
Singapore - 4 days ago
-
Liquidity Risk Product Manager
Singapore - 2 hours ago