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Credit Risk Modelling, Retail Banking | Financial Services | Singapore

  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive Salary, Attractive Bonuses & Benefits
  • Job reference: NAMNCRMSG
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 21/07/2017
Our client is a leading Global Financial Services firm with a strong presence in Asia. We are hiring a Credit Risk Modelling AVP/VP to be based in Singapore. This Credit Risk Modelling role will focus on implementing Credit Risk Modelling into Retail/Consumer Banking clients.  

Our ideal candidate for this Credit Risk Modelling role should have at least 5 years of experience in Credit Risk Modelling, Predictive Modelling, Scorecard Modelling, IFRS9 or related Credit Risk Modelling roles. We are keen to see Quantitative Credit Risk candidates with experience in impairment modeling, loan forecasting, statistical modeling or who have related quantitative skills.

The main responsibilities of the Credit Risk Modelling role for Retail Banking:
  • Implement Credit Risk Modelling solutions into Retail/Consumer Banking clients
  • Handle IFRS 9 model development for Retail/Consumer Banking portfolios; handle stress testing
  • Handle projects from beginning to end and oversee all aspects of Credit Risk Modelling consulting
  • Take part in Credit Risk Modelling projects to enhance Credit Risk Modelling process for the clients
We invite all experienced Credit Risk Modelling/Quantitative Credit Risk candidates who are keen on this Credit Risk Modelling role with the Financial Services firm that will focus on Retail/Consumer Banking to please send your applications to us or call Natasha 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 or contact us at +65 6589 4410

License No: 16S8194
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