Credit Risk Analyst (Risk Modeling)

Job Description

Develop and maintain MIS reports to monitor key portfolio performance and advise management on risk profiles.

Analyse portfolio performance, identify trends & drivers, draw insights and optimize the underwriting policies.

Design and implement champion challenger mechanism to optimise the underwriting.

Participate in credit portfolio stress testing on a regular basis to fulfill both internal and regulatory requirements.

Lead delivery of credit risk system projects and/or tactical system changes.

Administer credit rules, scorecards, limit assignments in retail and SME credit underwriting system(s), including the following: Administer risk data mart and conduct associated problem-solving.

Communicate issues/improvements relating to credit risk systems and data inputs/outputs, and act as primary liaison for vendor engagement, vendor management and onboarding.

Work closely with business team, dev, and other functions as necessary.

Requirements

Bachelor’s degree and above in quantitative fields such as Mathematic, Computer science, Business Analytics, Finance, Accountancy, Statistics, Quantitative Finance.

Have experience in Credit modelling around 1 years

Familiar with Python, SQL, or VBA programming skills.

Familiar with MAS regulations such as MAS Notice 635, 656, 612, MAS Guideline on Risk Management Practices and other relevant regulations risk related portfolios is a plus.

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