Roles And Responsibilities
- Develop and enhance credit portfolio framework for the measurement and management of credit risk.
- Monitor, back test and report performance of the portfolio
- Ensure adherence to the governance framework and ensure timely closure of regulatory issues.
- Engage with auditors and regulators to ensure compliance with relevant requirements.
- To support credit risk operations at Asia Offices
- Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis.
- Strong computational skills preferably in SAS, SQL, R
- At least 5-7 years of experience in credit portfolio management
- Candidates in wholesale banking or asset management firms are welcome to apply.
EA Reg No. R1105334