Director, Non-retail Risk Modelling

17 hours ago

Central Singapore Emprego SG Full time

**Location**

Singapore, Central Singapore

**Job Type**

Permanent

**Salary**

$15,000 - $20,000 Per Month

**Date Posted**

2 hours ago

Additional Details

**Job ID**

110081

**Job Views**

1

**Job Description**:
Roles & Responsibilities
**Responsibilities**
- Lead a team of data scientists and modellers to develop and maintain credit risk analytical models
- Versed in modelling techniques and Basel quantification requirements to guide the Bank in strategic planning of models use and development
- Familiarity in data science and using machine learning to provide analytical solutions to support business growth and risk management
- Perform modelling by managing team to:
1. Develop scorecards and models for non-retail portfolios in accordance with Basel requirements

2. Calibrating risk parameters (Probability of Default, Loss Given Default, Exposure at Default) in accordance with Basel requirements

3. Develop stress test models and portfolio projection capability

4. Develop alternative credit underwriting models using advanced analytics with traditional and non-traditional data
Stakeholders engagement as model owner:
1. Partners Business Units and Support Units to develop and implement models

2. Communicate with Regulators, Auditors, and Validators to ensure Basel models are compliant with the Basel requirements

3. Supports Business Units on analytics aspects of external parties engagement
- Experience in resource allocation and project management to prioritise and deliver modelling projects within timeline
- Support regional modelling teams
**Requirement**
Proficient in programming languages (e.g. SAS, Python, R, etc)
- 10 years or more experience in model development or a similar role.

Tags

director

non

retail

risk

modelling

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