(M6/AM7) Risk Analyst, FI & NBFI Credit Risk Modelling & Analytics

Singapore, Singapore
Jan 26, 2023
Feb 10, 2023
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Group Risk Management (GRM) builds and drives the Bank's businesses through an integrated risk management approach relying on strong risk analytics to support strategic business decision-making and to create a competitive edge for the Group.

Risk Portfolio Management (RPM) comprises a range of functions primarily focused on credit portfolio management within OCBC Group. These include:
  • Assess risk & opportunities in the context of risk appetite & macro conditions.
  • Analyse portfolio performance. Identify trends & drivers, draw insights and develop recommendations.
  • Develop and maintain risk measurement & management frameworks, models, policies, processes, systems and infrastructure. These include capabilities such as IRB rating models, stress testing & expected credit loss models, and economic & regulatory capital models.
  • Design and produce reports that provide insights & identify opportunities on business developments, and track vulnerabilities to risk developments.
We are seeking a Risk Analyst with 2-3 years experience in the area of credit portfolio risk modelling. In particular, said Senior Analyst would be involved in:
  • Credit portfolio risk modelling of the Financial Institution/ Non-Bank Financial Institution portfolios, and should be familiar in the use of external rating information and market based indicators.
Other potential area of responsibility includes:
  • Development and maintenance of range of credit risk portfolio models, covering IRB, stress test and ECL models
  • Validation and maintenance of range of credit risk portfolio models, covering IRB, stress test and ECL models
  • Scope is Group coverage, i.e. across wholesale and retail, and across geographies

The following would be an advantage:
  • Experience in developing and/or validating credit risk models
  • Strong analytics & quantitative background, coupled with communication & stakeholder management skills
  • Relevant experience with data management, management report design, and process automation
  • Independent, creative and pro-active problem-solving mindset
  • Understanding of credit portfolio models (IRB, stress test, ECL, Ecap, etc.) and credit risk underwriting or analysis
  • Understanding of Basel rules, MAS637 regulations, FRS regulations, and credit products
  • Strong in programming languages (e.g. SAS, SQL, Python)
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