Credit Risk Analyst (12 months contract)

1. Job

Description

This role reports to

the team head within the broader Traded Credit Risk

Methods (TCRM) team.

TCRM is

responsible for establishing and maintaining a robust measurement

and reporting process for counterparty credit risk across internal,

regulatory, and customer credit risks. The scope covers credit

exposure from traded products arising from Investment Bank, Private

Bank, and Consumer businesses within the

company.

TCRM collaborates widely with other

functions such as Sales & Trading, Credit,

Finance, Legal, Technology, and Operations to ensure

accurate and timely measurement of counterparty credit risk in the

company, to achieve win-win outcomes and sustainable returns as a

bank.

2.

Responsibilities

a.

User-Acceptance Testing of changes in system implementation of

exposure quantification methodologies and related

enhancements.

b. Haircut and Initial Margin

computation for various products.

c. Reporting,

investigation, and analysis in multiple contexts e.g., measurement

of methodology deficiencies in system, exposure profile change

analysis, model performance monitoring, etc.

d.

Enhancement or creation of Business Intelligence / analytics tools

for measurement, analysis, and reporting of credit

exposures.

e. Process / workflow improvement,

automation, and data analytics via Excel, VBA, Bloomberg, Qlik,

etc.

f. Preparation of reports / presentations

on material relating to internal credit exposure and related

topics.

3.

Requirements

a.

Bachelor's / Master's Degree in Business / Data Analytics / Finance /

Quantitative Finance.

b. Working experience

ideally in an area covering traded products and / or counterparty

credit risk.

c. Knowledge of financial markets

and products including derivatives.

d. Possess

effective oral and written communication skills with a strong

desire to learn.

e. Skilled in data analysis and

programming e.g., VBA, Python, R, C#, Qlik,

Tableau.

Interested candidates may apply through

the application system. We regret to inform only Shortlisted

candidates will be notified.

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personal data and curriculum vitae (CV), you are deemed to consent

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PERSOLKELLY Singapore Pte Ltd

• RCB No.

200007268E

(Derrick Tiew Yong Han)