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Voir les 13 annonces d'emploi de SELBY-JENNINGS-SINGAPORE
Senior Manager-Quantitative Credit Risk-Singapore, Salary: $110-150,000 SGD
Top British/Global Bank seeks Quantitative Risk Manager to head their Credit Risk Methodology Team.
This Top Global Bank seeks a Quantitative Risk Manager to lead a team in Risk Methodology.
You will be responsible for implementing, validating, developing and monitoring risk scorecards and Basel II models as well as overall risk management of Business Banking Portfolios.
Responsibilities
-Develop, Maintain and Enhance existing Basel II models,
-Conduct Regular and ad-hoc validation of scorecard performance, Basel II PD, LGD and EAD models as well as portfolio stress testing,
-Generate, analyse and monitor portfolio risk and capital reports,
-Work with Group Risk on group-wide programmes such as Economic Capital Model, ICAAP framework and stress testing.
Ideal Candidate:
-Degree in Quantitative programme,
-Strong experience in credit risk modelling and management,
-Analytical mind and sound business insight,
-Self starter with proven ability to manage.
Keywords: Credit Risk, Basel II, Scorecards, Analyst, Credit, model, modelling, Singapore, Asia, Management, PFE
Please send all enquiries by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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