Credit Risk Strategy Lead – Supervisory Policy & Models

MAS Monetary Authority of Singapore; Singapore; On-site; SGD 90,000 - 130,000; Full time

Job summary

Government Technology Agency (GovTech) in Singapore is seeking a Credit Risk Specialist to support MAS credit risk supervision of financial institutions. You will evaluate risk management approaches, methodologies and models used by institutions and help develop supervisory policies and guidelines.

The role requires 3–15 years of credit risk experience, with a degree in quantitative fields; postgraduate study or CFA/PRM/FRM would be an advantage.

Qualifications

• 3–15 years of credit risk management experience in a financial institution.
• Degree in Quantitative Finance, Mathematics, or Statistics; postgraduate degree or CFA/PRM/FRM advantageous.
• Understanding of credit processes and scoring models and linkages to capital.
• Highly analytical, quantitative and possess good working knowledge of analytical tools / software.
• Good and concise writing skills with the ability to translate technical reports into supervisory risk implications.

Responsibilities

• Evaluate credit risk management approaches, methodologies and models of financial institutions.
• Develop supervisory policies / guidelines to financial institutions in Singapore.
• Conduct market surveillance and research the latest risk management techniques.

Skills

Analytical thinking

Quantitative skills

Written communication

Stakeholder management

Education

Degree in Quantitative Finance

Degree in Mathematics

Degree in Statistics

Postgraduate degree in quantitative fields

CFA / PRM / FRM (professional qualification)

Tools

Statistical software

Job description

Government Technology Agency (GovTech) in Singapore is seeking a Credit Risk Specialist to support MAS credit risk supervision of financial institutions. You will evaluate risk management approaches, methodologies and models used by institutions and help develop supervisory policies and guidelines.

The role requires 3–15 years of credit risk experience, with a degree in quantitative fields; postgraduate study or CFA/PRM/FRM would be an advantage.