AVP, Credit Model Validation (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 Model Validation will be involved in :-

• Critically assessing the development and performance of all credit risk models related to the SME portfolios. This includes application scorecards, PD, EAD and LGD models used for capital computational purposes & IFRS 9 ECL models.
• Contributing towards the assessment of inputs, assumptions and parameter estimates relating to the validation of credit risk models, as well as models for credit stress testing.
• Ensuring compliance with Basel ll and Basel lll requirements, as well as local regulatory requirements.
• Providing well-considered validations reports that clearly articulate findings and recommendations.

Profile

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

• A recognised Bachelor's Degree in Economics, Finance or a related field.
• At least 5 years of relevant credit model validation experience 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.