Avp, Credit Risk Modelling - Singapore - Ambition

Ambition

Verified Company

Singapore

1 week ago

Posted by:

Wei Jie

beBee Recruiter

Description

Job details:

Posted 16 January 2023

SalaryNegotiable

LocationSingapore

Job type Permanent

DisciplineBanking & Financial Services

ReferenceBBBH253134_

Our client is a leading wholesale bank, looking for Credit Risk professionals to join their team in Singapore at AVP level.

Responsibilities:

Develop and validate credit risk models
Execute credit portfolio stress tests including ICAAP and IWST, and thematic portfolio deepdive
Draw meaningful insights from the models and support the development of new models and stresstest methodologies

Key Requirements:

Bachelor Degree in finance or related field with analytics background
At least 58 years' experience in Credit Risk portfolio modelling or stress test methodology
Experience in data management, process automation is preferred
Strong communication and stakeholder management skills
Good knowledge of Basel rules, FRS regulations, MAS637 regulations and credit products
Strong proficiency in SAS, SQL or Python

Data provided is for recruitment purposes only

Business License Number:
D

EA Registration Number:
R1767640