Senior Credit Risk Lead: Models & Delivery

KPMG SERVICES PTE. LTD.; Singapore; On-site; SGD 120,000 - 170,000; Full time

Job summary

KPMG in Singapore is seeking a senior professional to shape credit risk strategies for financial institutions. You will develop and validate models such as scorecards and IFRS 9 components, working with major banks and fintechs to enhance risk practices and decision-making.

The role requires deep regulatory knowledge (IFRS 9, Basel III/IV) and strong programming skills, with leadership responsibilities in client engagements and project delivery.

Qualifications

• Bachelor’s degree in Mathematics, Physics, Engineering, Computer Science, Finance, Statistics or Economics.
• CFA/FRM would be a plus.
• At least 8 years of relevant working experience.
• Sound experience in relevant regulatory topics – incl. IFRS 9, BCBS 239, Basel III/IV, ICAAP, Stress Testing.
• Excellent knowledge of Python, R, Matlab or SAS.
• Exceptional analytical, problem solving and presentation/report writing skills.

Responsibilities

• Work with Partners and Directors focusing on Credit Risk and related risk domains.
• Develop, enhance and validate credit risk models (scorecards, IFRS 9, Basel) using statistical methods.
• Analyze client credit portfolios and risk factors to design credit models.
• Collaborate with large financial institutions to digitise credit origination and internal risk processes using RPA, ML, NLP and APIs.
• Assist clients with gap analyses and regulatory change initiatives in risk areas.
• Present outputs to senior management and maintain ongoing client communications.
• Manage teams and project delivery timelines to ensure quality deliverables.

Skills

Python

R

Matlab

SAS

Analytical skills

Presentation skills

Education

Bachelor’s Degree in Mathematics, Physics, Engineering, Computer Science, Finance, Statistics or Economics

CFA/FRM would be a plus

Tools

RPA

APIs

Job description

KPMG in Singapore is seeking a senior professional to shape credit risk strategies for financial institutions. You will develop and validate models such as scorecards and IFRS 9 components, working with major banks and fintechs to enhance risk practices and decision-making.

The role requires deep regulatory knowledge (IFRS 9, Basel III/IV) and strong programming skills, with leadership responsibilities in client engagements and project delivery.