Job details
| Location: | Singapore |
| Job Type: | Permanent |
| Discipline: | |
| Reference: | BF/XY/VPRMBB/06062023C |
| Posted: | almost 2 years ago |
| Consultant: | Xavier Yap |
| Consultant Email: | email Xavier |
| Consultant Phone: |
Job description
Rare opportunity to join an International Bank as a VP, Risk Modeling ( Business Banking ) as part of the company’s expansion plan.
RESPONSIBILITIES:
Develop and enhance ECL models (PD, EAD, LGD) and credit risk models according to Basel standards
Support internal users with credit risk analytics reports and model validations
Present and justify model validation results to senior management and business stakeholders to obtain buy-ins and regulators’ approvals.
Encourage the usage of basel models and scorecards internally amongst credit approvers, collection team and internal stakeholders
Up to date with the latest Basel and IFRS model development standards
REQUIREMENTS:
Bachelor in Banking & Finance, Financial Engineering, Statistics or equivalent
Minimally 10 years of experience in credit risk model development and validation Engineering or equivalent in a banking environment
In-depth proficiency in SAS (Enterprise Minder, Enterprise Guide, Programming) and SQL
Strong communication skills to obtain senior stakeholders’ buy-ins and excellent stakeholder management skills required
Please contact Xavier Yap at XavierY@charterhouse.com.sg for a confidential discussion.
EA License no: 16S8066 | Reg no.: R1980978
Only successful candidates will be notified.