Credit Modeler, Group Wholesale Banking

Roles & Responsibilities

Jobdescription as below:

The candidate needs to support internal rating models development/enhancement, MIS reporting, systemsimplementation, capital computation, stress testing, and ad-hoc initiativesprojects.

The candidate will be responsible for the following tasks:

• Develop in-depth knowledge and expertise in rating methodologies. On-going monitoring and review of model performance, as well as documentation of rating model manual and relevant rating process.
• Work closely with business users, risk management, model validation team and internal auditor on model related issues. Conduct training to key stakeholders and present to various committees for model approval.
• Consolidating of reports, prepare, analyze and enhance MIS reporting for monthly PMU meeting. Advisory role to business users on the application of models and the capital computation.
• Coordinate model-related systems development by ensuring successful implementation of internal rating models and correct capital computation in system. This includes preparing of user requirement, liaising with key stakeholders such as IT, business users, risk management, and performing User Acceptance Test.
• Participate in other ad-hoc projects and initiatives such stress test..etc

Job Requirements

• Degree holder with 3 - 5 years of relevant experience in a financial institution is preferred.
• Relevant experience in Basel / MAS 637, credit model development or validation is preferred.
• Strong IT, analytical and quantitative skills.
• Experience in Qliksense and Python will be considered an advantage.
• Familiar with AI technologies and capable of using AI tools (e.g., Microsoft 365 Copilot) to improve productivity and support decision-making.
• A team player with strong communication skill and be able to interact with people of all levels.
• An organized, self-motivated person who works independently under multiple tasks and deadlines.

Tell employers what skills you have

QlikSense
IFRS
Interacting with team members
Ai
Validation
Microsoft Excel
Organisational Skills
Analytical Skills
Tax
Loans
Information Technology
Basel III
CPA
Basel Regulations
Self Motivation
Credit Analysis