
Risk Modeling Consultant
2 weeks ago
- Develop and implement ECL framework covering both collateralized and non-collateralized exposures.
- Define and document the approach for computing ECL, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and discounting methodologies.
- Research, compare, and evaluate at least 3 different ECL modeling approaches (e.g., Vintage Analysis, Roll Rate Models, Transition Matrix, Monte Carlo Simulation) to recommend the most suitable model.
- Design and deliver a recommended ECL model aligned with regulatory and IFRS 9 standards.
- Build an ECL Calculator/Template (Excel-based prototype) with capability for automation and scalability.
- Integrate ECL solution with SAS, IFRS 9 solutioning tools, and APIs for seamless system connectivity and reporting.
- Work closely with Risk, Finance, and IT stakeholders to ensure model validation, governance, and compliance.
- Provide support in regulatory reporting, model documentation, and audit requirements.
- Proven experience in IFRS 9, ECL modeling, credit risk modeling, and regulatory reporting.
- Strong expertise in PD/LGD/EAD modeling, macroeconomic overlays, and stress testing.
- Hands-on experience with SAS (SAS Risk Management / SAS IFRS 9 modules) and Excel-based calculators.
- Experience in system integration via APIs for risk and finance data flows.
- Knowledge of statistical modeling, machine learning, and quantitative risk techniques.
- Strong programming skills in Python, R, or SQL (preferred).
- Excellent analytical, problem-solving, and communication skills.
- Experience with Big 4 advisory, banking, or financial institutions.
- Familiarity with Basel III/IV, Stress Testing, ICAAP, and Credit Risk Capital frameworks.
- Knowledge of cloud platforms (Azure, AWS, GCP) for risk model deployment.
-
Risk Modeling Consultant
2 days ago
Singapore Unison Consulting Pte Ltd Full timeJob Description & Responsibilities: Key Responsibilities Develop and implement ECL framework covering both collateralized and non-collateralized exposures. Define and document the approach for computing ECL , including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and discounting methodologies. Research, compare, and...
-
Consultant
7 days ago
Singapore Risk Solutions Full timeConsultant Are you an experienced consultant or analyst? Do you have experience in the refining, petrochemical or sustainability sector? About the Business At ICIS, our mission is to optimize the world’s resources. We help companies make strategic, sustainable decisions by bringing transparency to markets across the world. We create a comprehensive...
-
Model Validation Risk Specialist
1 week ago
Singapore GXS BANK PTE. LTD. Full time**Summary**: The Model Validation Risk Specialist is a Second Line of Defense role in the Risk Management function. The role is primarily responsible for managing the model risk activities across all stages of the model lifecycle. **Responsibilities**: - Manage and complete the Model Lifecycle from end to end for new/ existing models in the bank. -...
-
Risk Modeling Consultant
2 weeks ago
Singapore Unison Consulting Pte Ltd Full time**Job Description & Responsibilities**: **Key Responsibilities**: - Develop and implement **ECL framework** covering both collateralized and non-collateralized exposures. - Define and document the **approach for computing ECL**, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and discounting methodologies. -...
-
Senior Credit Risk Modeler
2 days ago
Singapore beBeeRisk Full timeJob DescriptionWe are seeking a highly skilled professional to join our team as a Senior Consultant in Financial Services Risk Management (FSRM). This role will involve leading or supporting EY services in the market through business development, project planning and high-quality project execution.The successful candidate will have expertise in quantitative...
-
Assistant Catastrophe Risk Analyst
2 weeks ago
Singapore JBA Risk Management Full time**Job description** **Job title** Assistant Catastrophe Risk Analyst **Intro** We are looking for an individual to join us and support the delivery of Catastrophe Risk solutions within our Singapore team, you will be able to analyse and validate probabilistic results with our CAT models, and work with a dynamic range of clients and experienced...
-
Head of Model Risk
2 weeks ago
Singapore GXS BANK PTE. LTD. Full time**Job Descriptions**: Reporting directly to the Chief Risk Officer, this is a Second Line of Defence role under the Risk Management function. The Manager is responsible to drive and oversee the effective implementation of the Model Governance Risk framework and agenda while aligning them to the Bank’s overall digital strategy. **Responsibilities**: - The...
-
Avp/vp - Risk Management (Risk Modelling)
2 weeks ago
Singapore RevUp Consulting Full timeAn established derivatives/digital assets exchange platform is seeking an experienced Risk Modelling Officer to provide risk management support for the business. Your responsibilities include verifying end-of-day margin calls, generating various reports such as stress tests and back tests, and developing risk models for margining and settlement. You will...
-
Model Risk Manager
3 days ago
Singapore GXS Bank Full timeSummary: The Model Risk Specialist is a Second Line of Defense role in the Risk Management function. The role is primarily responsible for managing the model risk activities across all stages of the model lifecycle. Responsibilities: Manage and complete the Model Lifecycle from end to end for new/ existing models in the
-
Risk Modelling Expert
2 days ago
Singapore beBeeCredit Full timeLead Analyst for Wholesale Credit Risk ModellingThis is an exciting opportunity to leverage your expertise in wholesale credit risk modelling as a lead analyst.Develop and maintain comprehensive models to evaluate credit riskAnalyse data to identify trends and opportunities for improvementCollaborate with stakeholders to implement effective risk management...