About the role
AI summarisedThis is a senior credit risk analytics role at a bank, responsible for developing and maintaining credit risk models, analyzing portfolio risk, and supporting risk management decisions. The role involves quantitative analysis, model validation, and regulatory compliance.
BusinessFull-timeGeneral
Key Responsibilities
- Develop, enhance, and maintain credit risk models for various portfolios including wholesale, retail, and counterparty credit risk.
- Conduct quantitative analysis and stress testing to assess portfolio credit risk and capital adequacy.
- Prepare and present risk reports to senior management and relevant committees.
- Support the implementation of risk measurement methodologies and systems.
- Collaborate with business units to understand risk exposures and provide analytical support.
- Ensure compliance with regulatory requirements such as MAS and Basel guidelines.
- Participate in model validation and independent review processes.
- Monitor and analyze portfolio performance, identifying emerging risks and trends.
Requirements
- Bachelor's degree in Finance, Economics, Statistics, Mathematics, Engineering or a related quantitative field.
- Minimum 8 years of experience in credit risk analytics or risk management in banking.
- Strong proficiency in statistical modeling and data analysis tools such as Python, R, or SQL.
- In-depth knowledge of credit risk concepts, Basel regulations, and capital adequacy frameworks.
- Excellent analytical and problem-solving skills with attention to detail.
- Strong communication and presentation skills to convey complex findings to non-technical stakeholders.
- Ability to work independently and manage multiple priorities in a fast-paced environment.
- Experience with model validation and regulatory reporting is preferred.
- CFA or FRM certification is a plus.