Vp, Credit Portfolio Risk Analytics

2 weeks ago


Singapore RevUp Consulting Full time

An established Global Corporate Investment Bank is seeking an experienced Risk Manager to lead and undertake credit portfolio risk analytics and risk reporting to support ongoing portfolio monitoring and identification of credit migration under stressed conditions across Asia.


You will be expected to:

  • Portfolio Risk Analytics: Adapt credit models and stress scenarios for the Asia credit portfolio, conduct stress testing, and provide insights and recommendations on portfolio performance and emerging risks.
  • IFRS9 Expected Credit Loss "ECL": Prepare monthly ECL reports for the Asia credit portfolio, engage with stakeholders to resolve issues, and gain a strong grasp of ECL models for effective portfolio management.
  • Portfolio Risk Reporting: Produce scheduled and ad hoc risk reporting and dashboards, enhance management information, and prepare credit portfolio reports for key meetings.
  • Credit-

Related Regulatory Reporting:
Support credit-related regulatory reporting in compliance with the Singapore Branch's operating model.

  • Knowledge Sharing and

Project Support:

Lead knowledge sharing within the 2LOD Risk team, conduct training sessions, and assist CRO Asia in driving satisfactory outcomes for independent reviews and relevant projects.


You are expected to bring:

  • Relevant university degree.
  • Experience with credit portfolio models, including IRB, stress testing, and ECL.
  • Knowledge of Basel rules, FRS regulations, MAS requirements, and corporate & institutional banking credit products.
  • Strong analytics and quantitative background.
  • Proficiency in programming languages (e.g., SAS, SQL, R) and MS Office software.

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