AVP, Credit Modelling (Digital Bank)

Our client is one of the fastest growing Digital Bank in the region which manages a wide range of portfolio globally. With their creativity and various exciting platforms, they have been ensuring that technology becomes a key enabler for their operations in order to provide a seamless customer experience.

Description

Reporting to the Head of Credit Analytics & Modelling the AVP, Credit Modelling will be involved in :-

• Developing and reviewing risk models for credit decisioning and IFRS9 (including PD, EAD and LGD models) for wholesale portfolios using various modelling techniques and compliance to Model Risk Management Framework.
• Developing and reviewing stress testing models and conduct end to end stress test including IWST, ICAAP, credit cyclicality stress test and portfolio specific stress test.
• Monitoring the performance of the bank's loan portfolios to ensure compliance with regulations and bank-wide credit risk strategies, policies and manuals.
• Working closely with business team, product team and technology team to implement credit risks models in lending platforms and workflow.

Profile

To qualify, the potential AVP, Credit Modelling should meet the following criteria :-

• A recognised Bachelor's Degree in Economics, Finance or a related field.
• At least 4 years of relevant credit risk analytics or modelling in banks.
• Strong knowledge of Basel, IFRS9 and regulatory requirements in relation to models.
• Strong stakeholder collaboration skills

Job Offer

The remuneration for this role will be competitive as this is a newly created role for Singapore and providing support and guidance at the group level.

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Devan Nanthacumar on +65 6416 9879.