Senior Analyst - Credit Risk Modelling (Contract)
Consultant Sabrina Yap (R1879576)
Date posted 24 April 20192019-04-24 2019-05-24 banking 6 Battery Road Singapore 049909 Robert Walters
An exciting job is now available for someone with a strong Risk Modelling experience and looking to leverage your knowledge within credit risk and SAS programming. In this new Senior Analyst - Credit Risk Modelling (Contract) opportunity, you will manage model revisions and implement new model developments in the Credit Risk space.
About the Senior Analyst - Credit Risk Modelling (Contract) Role:
In this Senior Analyst - Credit Risk Modelling (Contract) role, you will be responsible for developing, maintaining, documenting, and supporting the implementation of credit risk methodologies and PD models for financial institutions.
- Develop, implement and maintain Probability of Default (PD) models and credit risk methodologies for regulatory (IRB, Stress Testing) and accounting (IFRS9) purposes
- Support both the internal and external model's approvals and governance processes
- Prepare and maintain documentation of model revisions and new model developments
- Research, proposed, and develop existing models to improve accuracy, risk discrimination, and more
- Additional projects as required
To succeed in this Senior Analyst - Credit Risk Modelling (Contract), you will need to leverage your institutional risk modelling experience and balance your technical skills with your interpersonal skills to effectively maintain and improve the credit risk methodologies.
- Advanced degree in an applied quantitative discipline
- Knowledge of credit, market or risk functions as an asset
- Knowledge of bank products, technology systems and business
- Regulatory framework and requirements: awareness of regulatory framework
This multinational banking and financial services company needs no introduction on the market as they have had quite the impact in the market.
If you are driven, determined and want to take on an exciting opportunity for your career, this is the role for you.
Apply today to learn more about the opportunity.
Robert Walters (Singapore) Pte Ltd
ROC No.: 199706961E | EA Licence No.: 03C5451
EA Registration No.: R1879576 Sabrina Yap