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Risk Analyst

Job Title: Risk Analyst
Contract Type: Contract
Location: Singapore
Industry:
Salary: Negotiable
Reference: JN -112019-446098
Contact Name: Subashini Loganathan
Contact Email: SLoganathan@argyllscott.sg
Job Published: January 02, 2020 22:56

Job Description

Our client is a global bank looking for a Risk Analyst. This position will be a long-term agency contract for 12 months renewable basis.

Responsibilities of the Role

1. Extraction, preparation and audit of data and model definitions to ensure accuracy and completeness.

2. Develop new, maintain and enhance IRB models in-line with applicable regulatory standards .

3. Prepares and maintains the required and supporting documentations, reports and analysis.

4. Assessment, identification and resolution of project risks covering project initiation, data request, development, approval, validation, system implementation and business usage.

5. Support the implementation of IRB models through preparation of business requirement/specification, UAT and deployment

6. Ensures the timely completion of the deliverable according to plan. Successful management of the project. Tracking of end-to-end timelines and deliverable.

8. Conduct peer review and/or audit of other projects.

Requirements of the Role

1. Preferred: Bachelor's Degree in Statistics, Math, Operations Research or other related field (Masters a plus).

2. 5+ years' experience in scorecard and/or IRB model development, maintenance, review and validation in a banking environment.

3. Good understanding of PRA, MAS and BNM IRB regulatory requirements. Awareness of updates on regulations.

4. Good understanding of credit risk for the retail and business banking (SME) portfolios and products.

5. Proficient statistical programming skills in SAS (and other statistical software a plus), strong analytical skills and understanding of quantitative and statistical analysis. Strong experience with: DATA step data manipulation with arrays, do-loops, and merges; SAS Macro language, SAS/GRAPH, PROC SQL experience, OLS and logistic regression, univariate and multivariate statistical analysis, CART and/or CHAID.

EA Registration Number: R1879557
Argyll Scott Singapore Pte Ltd. EA Licence Number: 16S8105

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