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AVP/VP Quant Risk Modelling | Banking | Singapore

  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Job reference: JNN229472
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 15/02/2018
Our client is a leading Asian Bank with a strong presence across APAC. We are hiring for an AVP/VP Quant Risk Modeller to be based in Singapore.   

Our ideal candidate for this Quant Risk Modelling role should have at least 5 to 12 years of experience in Credit Risk Modelling, Credit Risk Analytics, Credit Risk Model Development or related Quantitative work. We are looking for strong Risk and Quantitative candidates who have experience in Retail/Non-retail Banking (secured/unsecured). We are also open to Risk candidates from Consulting, Financial Services, Vendors or related sectors.  

The main responsibilities of the Quant Risk Modelling role with the Leading Asian Bank: 
  • Develop/validate and enhance Retail/Non-Retail Credit Risk Models for the Bank (Basel Models, Retail Risk Scorecard Models, Behavioural Models etc.)
  • Handle Credit Risk Analytics for the Secured and Unsecured portfolios
  • Validate and Stress Testing of Existing Models 
  • Drive use of Scorecard Models, Basel Models and Behavioural Models across the Bank
  • Analyse and report on Credit Risk and Capital 
  • Oversee Scorecard performance reporting  

We invite all experienced Risk, Quantitative and Analytics candidates who are keen on this Quant Risk Modelling role with the Leading Asian Bank in Singapore to please call Jonathan at +65 6589 4410 for a confidential discussion or click on apply below with your applications. 

For more information, please visit http://www.selbyjennings.com/ http://www.selbyjennings.com or contact us at +65 6589 4410 

EA License no: 13C6685 

Reg No: R1104996
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