Risk Modelling: Senior Manager (contract)
Salary SGD8000 - SGD9000 per annum + Market aligned
Consultant Sabrina Yap (R1879576)
Date posted 13 September 20192019-09-13 2019-10-13 banking Singapore SG SGD 8000 9000 9000 YEAR Robert Walters https://www.robertwalters.com.sg https://www.robertwalters.com.sg/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
A 360-degree Risk Modelling: Senior Manager (contract) job has just a become available at a large banking and financial service firm in Singapore. This role will incorporate end-to-end risk model development from cleansing and gathering data and performing data analysis, to documentation and presentation of models to key stake holders.
About the Risk Modelling: Senior Manager (contract) Role:
Supporting the corporate, institutional, and commercial books, you will develop the credit risk IRB, IFRS9 and Pillar 2 stress testing models for the measurement of PD, EAD, and LGD.
- Maintain and improve models based on model users and regulatory feedback
- Improve the model’s performance and conduct research on the latest modelling methodology and best industry practices
- Ensure model outputs are fit for purposes not only for regulatory capital and ECL estimates, but also for daily business usage, underwriting decisions, risk appetite decisions and strategy design
- Ensure modelling processes and models meet the model risk policy and model family standards
- Provide timely response to internal and external requests
- Liaise with stakeholders and present to the community for model approvals
To succeed in this Risk Modelling: Senior Manager Role, you have to have strong technical skills with a foundation in mathematics, statistics, programming, and other relevant areas.
- Experience working with credit risk models – LGD, PD, and EAD
- Strong data analysis experience and ability to develop statistical predictive models
- Analytical and independent thinker with strong written and verbal communication skills
- Knowledge of banking risk management
- Working experience of BASEL/CRR/EBA & IFRS9 is a plus
This role is is based in Changi Business Park and you will be joining a team of 14 people. This is a replacement role with the potential to extend and convert to a permanent role.
If you driven, strong in risk modelling and want to take the next step in your career, this is the role for you.
If you are keen on this opportunity or want to learn more, please apply today.
Robert Walters (Singapore) Pte Ltd
ROC No.: 199706961E | EA Licence No.: 03C5451
EA Registration No.: R1879576 Sabrina Yap