Accessibility Links

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
Similar jobs
DSE Quant Analyst
  • Job type: Permanent
  • Location: Dallas, Texas
  • Salary: US$90000 - US$120000 per year + Competitive
  • Description A leading systematically important financial institution, is building out their Technology Risk Management department, and is looking for a highly technical individual
Scenario Expansion Model Development VP
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$180000 per year + Competitive
  • Description One of the world's top investment bank's highly respected Quant Analytics team responsible for designing and producing Stress Testing scenarios is actively growing and looking for a technically
Model Validation
  • Job type: Permanent
  • Location: Waterbury, Connecticut
  • Salary: US$100000 - US$150000 per year
  • Description Model Validation Location: Waterbury, CT Company Overview: My client is a leading global client services firm specializing in digital transformation. Working with the worlds largest retail banks
Director, Economic Scenario Model Development
  • Job type: Permanent
  • Location: New York
  • Salary: US$250000 - US$300000 per year + Competitive
  • Description A leading international bank's highly respected Quant Analytics group is looking for a leader to join their team in designing and producing Stress Testing scenarios
Director of Operational Risk/Stress Testing
  • Job type: Permanent
  • Location: Washington, District of Columbia
  • Salary: US$200000 - US$240000 per year
  • Description A rapidly growing financial institution located in Washington, DC is seeking to add a well-versed Operational Risk professional to develop and implement new processes