AVP, Lead Analyst, Retail Credit Risk Modelling

OCBC Group; Singapore; Presencial; SGD 110.000 - 170.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Competitive salary

Flexible benefits

Community initiatives

Learning & development

Wellbeing & growth

Descripción de la vacante

OCBC Bank in Singapore seeks an experienced credit risk modeller to develop and maintain models across consumer, small business and wealth portfolios. You will translate model outputs into actionable insights for credit decisioning and risk governance.

The role requires 5–7 years in credit analysis or modelling, a quantitative degree, Basel III/IFRS knowledge, and the ability to work with validators, auditors and stakeholders in a fast-paced environment.

Formación

• Degree in Quantitative/Financial discipline, such as Mathematics, Statistics, Computer Science, Accounting, Finance, Economics or equivalent professional certifications.
• Strong computational skills with an experience in handling data and performing quantitative analysis.
• Good understanding of Basel III, IFRS regulations and credit products.
• Analytical and independent thinker with strong written and verbal communication skills.

Responsabilidades

• Develop, implement, and maintain credit risk models supporting the Consumer, Small Business and Wealth 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.

Conocimientos

Quantitative analysis

Data handling

Communication skills

Analytical thinking

Educación

Quantitative/Financial degree

Descripción del empleo

WHO WE ARE: As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires. Today, we’re on a journey of transformation. Leveraging technology and creativity to become a future-ready learning organisation. But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia’s leading financial services partner for a sustainable future. We invite you to build the bank of the future. Innovate the way we deliver financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career. Your Opportunity Starts Here.

Why Join This is an opportunity to deepen your credit risk modelling expertise while working on models that influence credit decisioning, portfolio strategies, capital and provisioning across OCBC Group. You will be part of an evolving team with meaningful exposure to governance, regulatory, business as well as credit risk stakeholders.

How You Succeed

You will thrive in this role if you are a hands-on quantitative professional who can independently develop and manage credit risk models, identify performance issues early and turn model outputs into practical analytical solutions for business strategies and credit risk management.

Who you work with

About the department: Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving Risk Portfolio Management (RPM) function. Group 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 Group 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.

What you do

• Develop, implement, and maintain credit risk models supporting the Consumer, Small Business and Wealth 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.

Who you are

• Degree in Quantitative/Financial discipline, such as Mathematics, Statistics, Computer Science, Accounting, Finance, Economics or equivalent professional certifications.
• Strong computational skills with an experience in handling data and performing quantitative analysis.
• Good understanding of Basel III, IFRS regulations and credit products.
• Analytical and independent thinker with strong written and verbal communication skills.
• Willing to take on new challenges and work in a fast-paced environment.
• At least 5–7 years of working experience in credit analysis/modelling or credit risk management of Consumer, Small Business or Wealth portfolios.

What we offer

• Competitive base salary.
• A suite of holistic, flexible benefits to suit every lifestyle.
• Community initiatives.
• Industry-leading learning and professional development opportunities.
• Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.

Let’s build the bank we need for the future we want. Find the best version of yourself in a friendly, supportive team. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career. Your Opportunity Starts Here.

As the longest established Singapore bank, formed in 1932 from the merger of three local banks, we have grown from strength to strength to become a regional financial services group. With a deep history in Asia, we offer the most comprehensive coverage across ASEAN and Greater China, complemented with a presence in the leading economies of New York, London and Sydney. We are the second largest financial services group in Southeast Asia by assets with one of the world’s highest credit rating (Aa1 by Moody’s and AA- by both Fitch and S&P). We offer private banking services through our wholly-owned subsidiary, Bank of Singapore, which operates on a unique open-architecture product platform to source for the best-in-class products to meet its clients’ goals. Our insurance subsidiary, Great Eastern Holdings, is the oldest and most established life insurance group in Singapore and Malaysia.