Senior Analyst / Lead Analyst – Credit Risk Modelling

Senior Analyst / Lead Analyst – Credit Risk Modelling

Join to apply for the Senior Analyst / Lead Analyst – Credit Risk Modelling role at OCBC

Who We Are

As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires. Today, we’re on a journey of transformation, leveraging technology and creativity to become a future‑ready learning organisation. Our strategic ambition is to be Asia’s leading financial services partner for a sustainable future.

About The Department

Excellent opportunity for an experienced credit risk professional to join a high-performing and evolving Risk Portfolio Management (‘RPM’) function. RPM comprises a broad range of functions primarily focused on credit portfolio management across banking subsidiaries within OCBC Group. This position is under the Credit Risk Modelling (“CRM”) team within RPM.

About The Team

CRM is a high‑profile, multi‑disciplinary risk analytics team that covers credit risk models at OCBC Group. The key functions include developing, implementing and managing credit risk models such as Credit risk Scorecards, Internal Rating models, IFRS 9 based Expected Credit Loss models, Credit Stress Testing models, Economic Capital models and Machine Learning models that support Group’s credit risk measurement.

Job Description

• Develop, implement, and maintain credit risk models supporting the Consumer, Small Business and Wholesale segments of the Group
• Monitor, back‑test and report performance of the models to ensure adherence to performance standards and early detection of weaknesses
• Develop and maintain user requirements, parameters and configurations of systems housing the models
• Develop in‑depth expertise in credit risk modelling methodologies
• Work closely with independent model validators to ensure compliance with the model governance framework and timely closure of validation findings
• Engage with auditors and regulators to ensure compliance with relevant requirements
• Engage with various stakeholders to develop analytical solutions using model outputs in credit decisioning, business strategies, allowance and capital assessment

Job Requirements

Reporting To

Benefits

Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry‑leading learning and professional development opportunities. Equal opportunity. Fair employment.

Location

WP. Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia

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