Non-Retail Risk Analytics – Corporate Banking Modellers – SG

This is a highly visible role with regional coverage and covers the Corporate Banking portfolio.

This is a highly visible role with regional coverage and covers the Corporate Banking portfolio. You will be part of a strong multi-national team with the mandate to build and enhance quantitative (PD, LGD and EAD) models and shape the Risk Analytics area into a first-class outfit. You will be responsible for: • Building and developing robust PD, EAD and LGD models • Using scorecards and logistic regression tools in SAS as well as conducting back testing and stress testing of model results to validate the models. • Design stress testing models and address issues on models with regulators • Working closely with multiple stakeholders on the projects to achieve full buy-in of the business justifications in adopting a modeling approach • Good experience with interacting with regulators Ideal Candidate: • Outstanding quantitative background • 3-8 years of relevant experience in non-retail risk analytics • Strong Corporate Banking domain experience is mandatory for this role • Excellent proficiency in SAS • Good knowledge of Basel II • Excellent risk analytics experience with extensive work in modelling and decision management • Analytically and numerically strong • Proven ability to communicate with and manage all levels of business and functional stakeholders Candidates who meet the above requirements strictly should apply with an updated CV. Only Modellers with relevant Corporate Banking experience will be considered for this role. Please note that only short listed candidates will be notified.