AVP, Credit Risk Data Science & Analytics

OCBC; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

OCBC is seeking a Credit Risk Data Scientist to lead development and deployment of advanced analytics and ML models that assess credit risk across Consumer, SME and Wholesale segments. You will handle large datasets, build predictive models, and translate outputs into actionable risk insights for decision making.

The role emphasizes collaboration with stakeholders, adherence to model governance, and interaction with auditors and regulators, in a fast-paced banking environment with strong

Qualifications

• Degree in a quantitative discipline such as Data Science, Statistics, Mathematics or Computer Science.
• 5-7 years of relevant experience in credit analysis/modelling or credit risk management.
• Experience with big data tech (Hadoop, Hive, Trino, Spark) and DevOps tools (Jira, Jenkins, Git).
• Proficiency in machine learning tools/frameworks (Scikit-Learn, TensorFlow, PyTorch).
• Analytical and independent thinker with strong written and verbal communication skills.
• Ability to interact and communicate effectively with senior management.
• Willing to take on new challenges in a fast-paced environment.

Responsibilities

• Develop, implement, and maintain machine learning credit risk models for Consumer, Small Business and Wholesale segments.
• Monitor, back-test and report model performance to ensure governance and early weakness detection.
• Define and maintain system parameters and configurations housing the models.
• Develop deep expertise in credit risk modelling methodologies.
• Collaborate with validators to ensure compliance with governance and timely closure of findings.
• Engage with auditors and regulators to ensure regulatory compliance.
• Work with stakeholders to apply model outputs in credit decisions, strategy, allowances and capital assessment.

Skills

Credit risk modelling

Statistical analysis

Big data

Data science

ML frameworks

Stakeholder comms

Education

Degree in quantitative discipline

Tools

Hadoop

Hive

Trino

Spark

Jira

Jenkins

Git

Job description

OCBC is seeking a Credit Risk Data Scientist to lead development and deployment of advanced analytics and ML models that assess credit risk across Consumer, SME and Wholesale segments. You will handle large datasets, build predictive models, and translate outputs into actionable risk insights for decision making.

The role emphasizes collaboration with stakeholders, adherence to model governance, and interaction with auditors and regulators, in a fast-paced banking environment with strong