Menu
Connecting...
Role Purpose
A new team is being created in the centralised Risk Analytics Business Unit, to support the Credit Risk Modelling for a Tier-1 Consumer Bank and all its affilicated brands.
Major Accountabilities / Responsibilities
Working as a team, responsible for the assessment, development and/or recalibration of IRB credit risk models (PD, LGD, EAD) across the Group
Develop the predictive models in the context of Basel III
Navigate through various platforms, source and extract data for analysis and quality checks, to ensure data is suitable and robust for modelling purposes.
Ensure that all modelling processes, decisions and outcomes are appropriately documented
Effectively communicate and collaborate with the broader Basel III project and business stakeholders
Back up the BAU team for their deliverables
Knowledge and Experience
Minimum 3 years’ experience in credit risk modelling
SAS programming skills (experience in other statistical programming languages such as R & Python are also considered)
Tertiary qualifications in quantitative discipline such as Mathematics, Statistics, Actuarial / Information Sciences or equivalent employment background
Experience in handling large complex datasets, data manipulation and analysis
A genuine driver and high achiever, with the initiative to outperform and deliver quality outcomes in a fluid enviornment
Effective communicative and stakeholder management skills
Experience and knowledge of relevant APRA standards (in particular APS 113, 220 and 112) would be advantageous
For further information on this role or to confidentially apply, please contact Eugena Gong on 02 8227 9200 or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
The Role This role sits within a vibrant and collaborative team of Model Governance professionals, with the objective to establish and maintain a robust credit risk model governance framework, and ...
The Role: My client, a Tier-1 Australian Bank is looking for a Credit Risk Modeller to build and enhance existing capabilities through research into new methodologies. With your eye for detail and ...
The Role This role sits within a vibrant and collaborative team of Model Governance professionals, with the objective to establish and maintain a robust credit risk model governance framework, and ...
The Program: The objective of the APS 221 Large Exposures program is to update the bank's existing large exposure framework to align with the Basel large exposures framework (with several adjustm...
The Role & Organisation This is a newly created role in this Tier-1 Financial Insititutional's Risk Analytics & Insights Business Unit with a focus on the management of data assets. In this role ...
The Role This role sits within a vibrant and collaborative team of Model Governance professionals, with the objective to establish and maintain a robust credit risk model governance framework, and ...
Permanent Headcount, based in Singapore Leading buyside firm Candidates must have relevant buyside experience at direct lending firms, investment banks, merchant bank/financing groups Responsibilit...
Role Summary: The technical role is responsible for the accuracy, integrity and timely provision of credit risk insights and reporting as it relates to the broader Consumer Banking, Business Bank...
The Organisation & The RoleOur client is a highly resourceful International Bank with total assets ranked in the world's Top 10 banks. They have gone from strength to strength in the recent yea...
The Role My Client is a leading Corporate Bank we are looking for a Credit Risk Analyst to join the team in Singapore. Reporting to the Head of Risk, you will be given the opportunity to work with...
The Organisation & The Role Our client is a highly resourceful International Bank with total assets ranked in the world's Top 10 banks. They have gone from strength to strength in the recent years ...
Role Summary: We're working with one of the most renowned banking institutions in Australia. This highly credible role has become available in Line 2, to provide SME risk advice to all business uni...