Senior Analyst / Lead Analyst – Credit Risk Modelling, Risk Portfolio Management

OCBC; Kuala Lumpur; On-site; MYR 120,000 - 180,000; Full time

Job summary

OCBC is seeking an experienced Senior Analyst / Lead Analyst to join the Credit Risk Modelling (CRM) team within the Risk Portfolio Management function in Kuala Lumpur. The role focuses on developing, implementing, and maintaining credit risk models across Consumer, Small Business and Wholesale segments.

You will monitor model performance, collaborate with validators and auditors, and engage stakeholders to translate model outputs into credit decisions, strategies, and capital assessment.

Qualifications

• Degree in quantitative/financial discipline is required.
• Experience in credit analysis/modelling or credit risk management across consumer, small business and/or wholesale portfolios.
• Analytical and independent thinker with strong written and verbal communication skills.
• Ability to interact and communicate effectively with senior management.
• At least 3–7 years of relevant experience in a related area for Senior/Lead Analyst roles.
• Solid understanding of Basel III, IFRS regulations and credit products.

Responsibilities

• Develop, implement, and maintain credit risk models supporting consumer, small business and wholesale segments.
• Monitor, back-test and report model performance to ensure adherence to standards and detect weaknesses.
• Develop and maintain system parameters and configurations for models.
• Gain in-depth expertise in credit risk modelling methodologies.
• Collaborate with independent validators to ensure governance and timely closure of findings.
• Engage with auditors/regulators to ensure compliance and with stakeholders to translate outputs into decisions.

Skills

Analytical thinking

Strong communication

Independent thinker

Education

Degree in quantitative/financial discipline

Job description

Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving Risk Portfolio Management (‘RPM’) function. RPM comprises of a broad range of functions primarily focused on credit portfolio management across banking subsidiaries within OCBC Group. This position is under the Credit Risk Modelling (“CRM”) team within RPM.

About the Team:

CRM is a high-profile, multi-disciplinary risk analytics team that covers credit risk models at OCBC Group. The key functions CRM performs include developing, implementing and managing various types of credit risk models, such as Credit risk Scorecards, Internal Rating models, IFRS 9 based Expected Credit Loss models, Credit Stress Testing models, Economic Capital models and Machine Learning models that support Group’s credit risk measurement. These models are embedded in the credit underwriting, customer selection, limit setting, early warning and problem recognition, as well as assessment of capital and provision adequacy.

We have an opportunity available for a Senior Analyst / Lead Analyst in the following area:

• Develop, implement, and maintain credit risk models supporting the Consumer, Small Business and Wholesale segments of the Group
• Monitor, back-test and report performance of the models to ensure adherence to performance standards and early detection of weaknesses.
• Develop and maintain user requirements, parameters and configurations of systems housing the models.
• Develop in-depth expertise in credit risk modelling methodologies
• Work closely with independent model validators to ensure compliance to model governance framework and timely closure of validation findings.
• Engage with auditors and regulators to ensure compliance with relevant requirements.
• Engage with various stakeholders to develop analytical solutions using model outputs in credit decisioning, business strategies, allowance, and capital assessment.

Job Requirements:

• Degree in Quantitative/Financial discipline, such as Accounting, Finance, Economics, Mathematics or Computer Science.
• Working experience in credit analysis/modelling or credit risk management of Consumer, Small Business and/or Wholesale portfolios.
• Analytical and independent thinker with strong written and verbal communication skills.
• Ability to interact and communicate effectively with senior management.
• At least 3-5 years / 5-7 years of relevant experience in a related area for Senior Analyst / Lead Analyst respectively.
• Strong computational skills with an experience in handling data and performing quantitative analysis.
• Good understanding of Basel III, IFRS regulations and credit products.