Reporting to the Credit Risk Models Manager, you will be focused on the development, deployment and monitoring of credit risk models. This will also cover the analysis model results and enhancement of periodic reporting on the models.
Job Responsibilities:
- Assist in the design, build and documentation of credit risk models.
- Support in the implementation, UAT and maintenance of credit risk models on production.
- Support in the review of credit risk models.
- Conduct regular model performance monitoring performance including the implementation of dashboards and identify areas for improvement.
- Generate and report model metrics to the Bank’s senior management, ensuring information is accurate.
- Work with data engineering and data governance to construct data pipelines to integrate new data feeds.
- Analysis of credit risk model results against past and expected trends to sufficiently explain key drivers.
- Leverage on alternative data sources to augment underwriting and credit risk models.
Job Requirements:
- Bachelor’s degree, preferably in Data Science, Computer Science, Mathematics or an equivalent quantitative area.
- Preferably at least one year of relevant experience in banking (preferably in a risk, business or product role for a retail lending portfolio).
- Familiarity with credit risk models and relevant regulations strongly preferred (Application Scorecard, Behavior Scorecard, Expected Credit Loss, IFRS9).
- Familiarity with the Singapore retail lending market and regulatory environment preferred.
- Proficient with MS Office suite or equivalent. (Familiarity with Google Workspace preferred.)
- Familiarity in machine learning frameworks and statistics preferred.
- Familiarity with Python and SQL is preferred.
- Ability to document processes and concepts in a clear and concise manner.
- Ability to document and troubleshoot errors.
- Attention to detail.
- Analytical mind and problem-solving aptitude.
- An enthusiastic team player who can figure it out, get stuff done, have fun and is excellent in communication and stakeholder management.
