Job descriptionCandidate with 4 to 5 years of experience in financial risk management or enterprise risk managementUnderstanding of banking portfolio and operationsHands on experience in credit, market, operational, liquidity, climate, IRRBB risksDeveloped credit risk models / IFRS 9 models for either corporate / SME or retail segmentsFair understanding of PD, LGD and EADWorked on stress testing / ICAAP / IWSTComfortable with MAS 637 / Basel II / IIIPerformed credit risk model validation / model risk management / model monitoringRegulatory reporting / RWA reportingWell verse with Machine Learning algorithmsPython, R-language and SAS skill set