VP - Credit Risk Management (Portfolio)

VP - Credit Risk Management (Portfolio)

  • Location


  • Sector:

    Banking & Financial Services

  • Job type:


  • Contact:

    Vanessa Lam

  • Contact email:


  • Contact phone:

    +65 6597-0941

  • Job ref:


  • Published:

    over 1 year ago

  • Expiry date:


Reporting to the Head of Credit Risk Modelling, taking a major role in the monitoring, validation and enhancement of IFRS 9 & Stress testing Models for Retail and Commercial portfolios.

Job Responsibilities:
• Formulate stress test models for the Retail and Commercial portfolios, estimate the impact in impairment and monitor stress test results
• Take part in IFRS 9 validation & enhancement projects, including on-going monitoring and validating the models
• Partner with Group Risk, other divisions and outside vendors on the IFRS 9 and BASEL projects to meet the compliance in accordance with internal and external regulatory requirement
• Support Business to develop state-of-the-art scoring and credit analytical tools to optimize risk-reward balance under the dynamic market environment

• University graduate preferably major in Finance, Mathematics, Statistics or Quantitative Analysis
• 5 years' experience in credit risk analysis and modelling
• Excellent data analytics knowledge with expertise in SAS and/or SQL
• In depth knowledge of credit risk management, hands-on experience on data warehousing and data modelling
• Familiar with application or system (e.g. Excel, Access, Unix and VBA etc.) and other statistical tools
• Familiar with credit related regulatory requirements e.g. Basel, IFRS 9

EA Licence No. 16S7973
EA Reg No. R1105334