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

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

Qualifications
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)