$25K + AWS + VB + allowance5 working days, Mon - Fri, normal office hoursLocation: CentralResponsibilities
In conjunction with models and scorecards, and the bank\'s credit risk management frameworks, build and maintain models for onboarding, assessment, ongoing monitoring and reporting of exposures for the Bank. This also includes the usage of AI/ML and incorporating of alternative data into such models.
Manage the model risks for all scorecards, segmentation, loss forecasting and IRB models including validation, monitoring, managing through limitations and compliance to the Model Risk Management Framework
Collaborate across functions, enable embedded financing, implement credit models in the various lending platforms / ecosystems that the Bank will engage itself in.
Conduct both regular and ad-hoc portfolio data analysis on post lending accounts to identify the associated credit risks and problems and make appropriate recommendations on risk mitigation.
Monitor the performance of the bank\'s loan portfolios to ensure they comply with regulations and bank-wide credit risk strategies, policies and manuals.
Solicit and analyse market related information on the practice or trend of retail and corporate risk management, and make recommendations to Senior Management for procedural reviews.
Review and validate credit decision process and credit modelling, and identify areas for improvements. Drive automation initiatives and be relentless about reducing manual work-arounds
Work closely with business, product teams, data scientists , to drive key initiatives to achieve business needs that are within risk appetite.
Requirements
Degree in Mathematics, Statistic or Financial Engineering and above or equivalent.
Minimum 10 years of relevant experience.
Proficient in SAS, SQL and other analytical tools (R, SPSS, Python) is a plus.
Excellent communication and interpersonal skills
Competitive remuneration package will be offered to the shortlisted candidate.Interested candidates, please send your updated CV in MS Words format stating your last drawn salary, expected salary, notice period and reason for leaving last / past employment(s) and email to recruit@caed.com.sg for priority processing.To find out more job opportunities, visit Career Edge Asia at www.caed.com.sg for all job listings.Please connect us via LinkedIn as follows for efficient messaging:Do Join us at TELEGRAM by searching \xe2\x80\x9cCAREER EDGE JOB OPPORTUNITIES\xe2\x80\x9d to receive fast job alert!Attn: Jace Tay (Registration No.: R1331152)CAREER EDGE ASIA PTE LTD EA Licence Number: 13C6678 To find out more job opportunities, visit Career Edge Asia at www.caed.com.sg for all job listings. Email: recruit@caed.com.sgSocial Share:More Information