int(9350)
Singapore, Singapore

Quantitative Analyst (Credit Models)

Our client is looking for a highly skilled Specialist/Senior Specialist for our Group Model Validation team in Group Risk. The ideal candidate will perform pre & post-implementation validation on credit risk models, in line with best practices. They should have an in-depth understanding of the model risk management function and/or key business areas supported and be able to identify sources of model risk by thoroughly reviewing all model components and developmental evidence.

Please contact Tan Siew Ching or email your cv directly in word format to bankingandfinance-SG@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted.

We regret to inform you that your application for this position was unsuccessful if you do not hear from us in the next 5 business days.

EA License Number: 16S8131

Recruiter License Number: R22111318

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Key responsibilities

  • Employ statistical modelling methodologies in performing validation and produce outcomes to be analysed from statistical as well as business perspective.
  • Proficient in regulatory IRBA requirements and ensure adherence.
  • Build strong working relationships with key model stakeholders, in particular model developers, provide feedback and value-added advice on the models, and ensure models approved are of the highest standard.
  • Effective communication of model review results to other functions
  • Take ownership of some of the team’s internal initiatives and projects and contribute to various bank-wide projects that require quantitative technical expertise.

Role requirements

  • Degree (or its equivalent) in a quantitative discipline (Physics, Statistics, Mathematics, Finance, Economics, Engineering etc.) from recognized universities.
  • Candidates with related post-graduate degrees (Masters or PhD.) have added advantage.
  • The ideal candidate should have at least 5- or 8-years working experience for Specialist and Senior Specialist respectively, in credit risk/IFRS 9 model development/validation or similar functions.