Head of Modelling | Credit Risk

Top Singaporean Bank seeks a Head of Credit Modelling to be responsible for a team of 7 analysts. The candidate will enhance, develop and deliver upport the entire credit and customer lifecycle covering areas of acquisition, portfolio management and credit management.

Head of Modelling | Credit Risk
Location: Singapore
Salary $150-200,000 SGD

The role is perfect for a candidate who has managerial experience within the retail risk modelling space or someone who has project management experience and is looking to take a step up to management. Only candidates with the skills described below will be considered for the Head of Modelling.

The Role:

EU¢ Lead a team of specialist risk and decision science modellers and work with various portfolio/strategy teams to provide value analytics to business managers and senior management with respect to risk management
EU¢ Develop, validate and implement, monitor and regularly review risk and decision management models, including but not limited to: application, behavioural, collection and other risk scorecards, Basel II PD, LGD and EAD models, other bespoke risk models (eg stress testing, economic capital, survival and ALM models)
EU¢ Manage, enhance and maintain model development and validation policies.
EU¢ Research and develop advanced statistical/mathematical techniques for risk and decision science model development and validation
EU¢ Plan, manage and train staff members; also providing advisory services to regional teams whilst driving Singapore as the centre of excellence for model development and validation
EU¢ Manage stake holders, Risk Analytics Division, Risk Management, internal and external auditors, senior management and relevant committees as well as regulators with respect to model governance, approval, review and audit.

Ideal Candidate:

EU¢ Post-grad degree in a quantitative programme such as Statistics, Mathematics, Acturial Science, Financial engineer
EU¢ Strong and clear experience in retail risk and decision science with a proven track record of people management.
EU¢ Must have significant experience in Basel II and scorecard development/validation experiences in the consumer banking space.
EU¢ Exposure to SME business and in funds transfer pricing methodologies and banking book interest rate risk
EU¢ A team leader who aspires to building, moulding and driving teams forward to achieving set goals
EU¢ Strong PC skills: SAS – Programming, Enterprise Guide, Enterprise Miner; SQL/AS400 query and database familiarity; MS Office applications, including advanced spreadsheet and VBA

Keywords: Credit, Risk, Model, modelling, Head, Senior, Basel II, PD, LGD, EAD, scorecard, development, validate, validation, implementation, economic capital, retail, SME

Please send all enquires to risk@selbyjennings.com

Type: Full-time

Location: Singapore

Category: Risk Jobs

Apply Email: risk@selbyjennings.com