Vp, Credit Portfolio Risk Management

1 week ago


Singapore Emprego SG Full time

A Major Asian Bank is looking to fill a Senior Lead Analyst position for their Credit Portfolio Risk Management.

**Responsibilities**:

- Driving the development, implementation, maintenance and validation of credit portfolio risk models (models include but are not limited to IRB, stress test, ECL, Ecap, etc.)
- Extraction of insights regarding the credit portfolio quality from the models, and providing leading indicators to developments in the operating environment
- Leading portfolio reviews and vulnerability assessments, such as in enterprise stress test like ICAAP and IWST, or ad hoc portfolio analyses
- Developing and upskilling the team to take advantage of new modelling techniques, as such machine learning

**Requirements**:

- Subject matter expertise in credit portfolio modelling (IRB, stress test, ECL, Ecap, etc.) across its life cycle
- 2-3 years’ experience leading analytical teams
- Strong understanding of Basel rules, FRS regulations, and credit products
- Strong analytics and quantitative background, coupled with communication and stakeholder management skills
- Independent, creative and pro-active problem-solving mindset
- Strong understanding of programming languages (e.g. SAS, SQL, Python) and their capabilities

ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED.



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