Senior Retail Credit Risk Modelling Lead – Hybrid

OCBC Group; Singapore; Hybrid; SGD 180,000 - 260,000; Full time

Job summary

OCBC Group is seeking an AVP, Lead Analyst in Retail Credit Risk Modelling to advance the bank's credit risk models across consumer, SME and wealth portfolios. You will develop, implement and maintain models, monitor performance, and collaborate with validators and regulators to ensure governance and compliance.

The role requires 5–7 years of experience in credit analysis, modelling or risk management, strong quantitative skills, and familiarity with Basel III and IFRS.

Qualifications

• Degree in quantitative/financial discipline (e.g., Mathematics, Statistics, CS, Accounting, Finance, Economics) or equivalent
• Strong computational and quantitative analysis skills
• Excellent written and verbal communication abilities

Responsibilities

• Develop, implement, and maintain credit risk models for Consumer, Small Business and Wealth segments
• Monitor, back-test, and report model performance to ensure standards and early issue detection
• Develop and maintain system requirements, parameters, and configurations for model housing environments
• Develop deep expertise in credit risk modelling methodologies; collaborate with validators and regulators
• Engage with stakeholders to translate model outputs into credit decisions, strategies, allowances and capital assessment

Skills

Computational skills

Analytical thinking

Communication skills

Basel/IFRS knowledge

Education

Degree in quantitative/financial discipline

Job description

OCBC Group is seeking an AVP, Lead Analyst in Retail Credit Risk Modelling to advance the bank's credit risk models across consumer, SME and wealth portfolios. You will develop, implement and maintain models, monitor performance, and collaborate with validators and regulators to ensure governance and compliance.

The role requires 5–7 years of experience in credit analysis, modelling or risk management, strong quantitative skills, and familiarity with Basel III and IFRS.