Financial Risk Manager

1 week ago


Singapore U3 Infotech Pte Ltd. Full time

Understanding of banking portfolio and operations
Hands on experience in credit, market, operational, liquidity, climate, IRRBB risks
Developed credit risk models/ IFRS 9 models for either corporate/ SME or retail segments
Fair understanding of PD, LGD and EAD
Worked on stress testing/ ICAAP/ IWST
Comfortable with MAS 637/ Basel II/ III
Performed credit risk model validation/ model risk management/ model monitoring
Regulatory reporting/ RWA reporting
Well verse with Machine Learning algorithms
Python, R-language and SAS skill set



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