Job Description

Key Responsibilities:

• Collaborate with the models and scorecards, credit risk management frameworks, and credit risk policies to build and maintain models for onboarding, assessment, ongoing monitoring, and reporting of exposures.
• Manage model risks for all scorecards, segmentation, loss forecasting, and IRB models, including validation, monitoring, managing limitations, and ensuring compliance with the Model Risk Management Framework.
• Conduct regular and ad-hoc portfolio data analysis on post-lending accounts to identify credit risks and provide recommendations for risk mitigation.
• Monitor the performance of the bank\'s loan portfolios to ensure compliance with regulations, credit risk strategies, policies, and manuals.
• Research and analyze market-related information on retail and corporate risk management practices and trends, and make recommendations for procedural reviews to Senior Management.
• Review and validate credit decision processes and credit modeling, identifying areas for improvement.
• Collaborate closely with business and product teams, as well as data scientists where appropriate, to drive key initiatives that align with risk appetite and meet business needs.
• Oversee regular tracking of Management Information System (MIS) and key performance metrics for scoring models, loss forecasting models, and risk segmentation models.
• Contribute to ICAAP, IWST, Regulatory Reporting, ECL modeling, and regular fine-tuning of these processes.

Job Requirements:

• Bachelor\'s degree or above, with a major in Mathematics, Statistics, Financial Engineering, or a related field.
• Minimum of 8 years of relevant experience in credit risk analytics and/or modeling within the banking industry. Knowledge of the SEA market is a plus.
• Hands-on experience in the end-to-end development and validation of credit risk models.
• Strong knowledge of Basel, IFRS9, and MAS requirements related to credit risk models.
• Good understanding of credit products in the wholesale and SME segments.
• Excellent stakeholder management and presentation skills.
• Proficient in SAS, SQL, and other analytical tools such as R, SPSS, and Python.
• CFA or FRM certification is a plus.
• Self-initiated with excellent analytical skills, capable of handling multiple tasks under tight schedules.
• Meticulous, organized, and able to produce high-quality documentation with clear and concise messaging.
• Self-assured and able to interact effectively with individuals at various working levels.

If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at for more information.

Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as notification that you have not been shortlisted.

Morgan McKinley Pte Ltd, EA License No: 11C5502

Lee Boon Hou (Hagen), Registration No: R1870932

Morgan McKinley