Founder at Serving Skill
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Senior Quantitative Analyst/Lead Analyst - Credit Risk Model Development & Validation - BFS (3-7 yrs)
Job Description :
Job Title - Senior Quantitative Analyst/Lead Analyst
- Role will require closely working with the Model Development/Model Validation/Risk Management team at one of the largest US/European financial firms.
- Key responsibilities include helping the bank with various aspects of the model risk management (first line or second line) and regulations
- The candidate would be working on CECL/IFRS9, CCAR/DFAST, EBA/PRA/BoE, Basel related projects across risk types and products
- Understanding advanced modelling and validation methodologies and documentation
- Developing and executing test plans to make sure the compliance with regulatory guidelines, analyzing model weaknesses, benchmarking to external vendor models, documenting and reporting the results. Skills Required: Good understanding of SR11-7, different regulations, Financial Markets and Banking in the area of Risk Management; familiarity with multiple asset classes will be a plus.
- Experience in model development, model validation or stress-testing Should have good understanding of regulations such as BASEL 2/2.5/3, Dodd Frank Act. CCAR etc and its implication for banks
- Good Analytical/Numerical experience demonstrated by cutting edge quantitative/statistical analysis projects and experience with statistical packages such as Python/SAS/R/Rshiny/ MATLAB will be a plus
- Excellent communication skills, both written and oral
- Masters /MBA degree in a quantitative discipline - Mathematics, Statistics, Economics, Physics, Financial Engineering, Finance. PhD will be a plus.
- Model development, model validation or stress-testing Should have good understanding of regulations such as BASEL 2/2.5/3, Dodd Frank Act. CCAR etc and its implication for banks
- Singapore Citizens or Candidates currently in Singapore with work permit only.
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