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Accounts Officer (AR)
U3Singapore, Singapore30+ days ago
Job descriptionCandidate with 4 to 5 years of experience in financial risk management or enterprise risk management Understanding of banking portfolio and operations Hands on experience in credit, market, operational, liquidity, climate, IRRBB risks Developed credit risk models / IFRS 9 models for either corporate / SME or retail segments Fair understanding of PD, LGD and EAD Worked on stress testing / ICAAP / IWST Comfortable with MAS 637 / Basel II / III Performed credit risk model validation / model risk management / model monitoring Regulatory reporting / RWA reporting Well verse with Machine Learning algorithms Python, R-language and SAS skill set