Credit Risk Modelling - Risk Portfolio Management

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Join to apply for the Credit Risk Modelling - Risk Portfolio Management 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. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.

Who We Are

As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. 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. But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia’s leading financial services partner for a sustainable future.

We invite you to build the bank of the future. Innovate the way we deliver financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career.

Your Opportunity Starts Here.

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 of 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 CRM performs include developing, implementing and managing various types of 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. These models are embedded in the credit underwriting, customer selection, limit setting, early warning and problem recognition, as well as assessment of capital and provision adequacy.

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 to 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

What We Offer

Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.

Seniority level

Seniority level

Mid-Senior level

Employment type

Employment type

Full-time

Job function

Job function

Finance and Sales

Industries

Banking

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