Senior Analyst / Lead Analyst – Credit Risk Modelling, Risk Portfolio Management

Malaysia
Permanent
Full-time

14 days ago

WHO WE ARE:As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.Today, we’re on a journey of transformation. Leveraging technology and creativity to become a future-ready learning organisation. But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia’s leading financial services partner for a sustainable future.We invite you to build the bank of the future. Innovate the way we deliver financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career.Your Opportunity Starts Here.This is the broad job description of the job profile. Definitive job description should be reviewed and discussed between you and your manager.Senior Analyst / Lead Analyst – Credit Risk Modelling, Risk Portfolio ManagementAbout the Department:Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving Risk Portfolio Management (‘RPM’) function. RPM comprises of a broad range of functions primarily focused on credit portfolio management across banking subsidiaries within OCBC Group. This position is under the Credit Risk Modelling (“CRM”) team within RPM.About the Team:CRM is a high-profile, multi-disciplinary risk analytics team that covers credit risk models at OCBC Group. The key functions CRM performs include developing, implementing and managing various types of credit risk models, such as Credit risk Scorecards, Internal Rating models, IFRS 9 based Expected Credit Loss models, Credit Stress Testing models, Economic Capital models and Machine Learning models that support Group’s credit risk measurement. These models are embedded in the credit underwriting, customer selection, limit setting, early warning and problem recognition, as well as assessment of capital and provision adequacy.What you do
Your day-to-day responsibilities will include:Develop, implement, and maintain credit risk models supporting the Consumer, Small Business and Wholesale segments of the GroupMonitor, back-test and report performance of the models to ensure adherence to performance standards and early detection of weaknesses.Develop and maintain user requirements, parameters and configurations of systems housing the models.Develop in-depth expertise in credit risk modelling methodologiesWork closely with independent model validators to ensure compliance to model governance framework and timely closure of validation findings.Engage with auditors and regulators to ensure compliance with relevant requirements.Engage with various stakeholders to develop analytical solutions using model outputs in credit decisioning, business strategies, allowance, and capital assessment.Who you areDegree in Quantitative/Financial discipline, such as Accounting, Finance, Economics, Mathematics or Computer Science.Working experience in credit analysis/modelling or credit risk management of Consumer, Small Business and/or Wholesale portfolios.Analytical and independent thinker with strong written and verbal communication skills.Ability to interact and communicate effectively with senior management.At least 3-5 years / 5-7 years of relevant experience in a related area for Senior Analyst / Lead Analyst respectively.Strong computational skills with an experience in handling data and performing quantitative analysis.Good understanding of Basel III, IFRS regulations and credit products.Who we are
As Singapore's longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.Today, we're on a journey of transformation. Leveraging technology and creativity to become a future-ready learning organisation.
But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia's leading financial services partner for a sustainable future.We invite you to build the bank of the future. Innovate the way we deliver financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career. Your Opportunity Starts Here.What we offer
Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Equal opportunity. Fair employment. Selection based on ability and fit with our culture and values. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.What we offer:Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.

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