Deputy Director: Credit Risk & Supervisory Strategy

Monetary Authority of Singapore; Singapore; On-site; SGD 90,000 - 150,000; Full time

Job summary

Monetary Authority of Singapore is seeking a Deputy Director / Assistant Director, Credit Risk Specialist to support MAS’ credit risk supervision of financial institutions in Singapore. You will evaluate credit risk management approaches, methodologies and models, conduct market surveillance, and help develop supervisory policies and guidelines.

Familiarity with Basel IRB and IFRS 9 ECL credit models preferred; you will translate technical findings into supervisory implications and influence

Qualifications

• At least 3 years of credit risk management experience in a financial institution or related degree in quantitative fields.
• Understanding of credit processes and scoring models and their link to capital.
• Strong analytical, quantitative abilities and working knowledge of risk analysis tools/software.
• Excellent written communication to translate technical risk findings into supervisory implications.

Responsibilities

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

Skills

Credit risk management

Quantitative analysis

Basel IRB

IFRS9 ECL

Policy writing

Stakeholder management

Education

Quantitative Finance / Mathematics / Statistics degree

CFA/PRM/FRM

Tools

Analytical tools

Excel

Job description

Monetary Authority of Singapore is seeking a Deputy Director / Assistant Director, Credit Risk Specialist to support MAS’ credit risk supervision of financial institutions in Singapore. You will evaluate credit risk management approaches, methodologies and models, conduct market surveillance, and help develop supervisory policies and guidelines.

Familiarity with Basel IRB and IFRS 9 ECL credit models preferred; you will translate technical findings into supervisory implications and influence