Senior Quantitative Analyst/Lead Analyst - Credit Risk Model Development & Validation - BFS

Job Description :

 Job Title - Senior Quantitative Analyst/Lead Analyst 

Job Duties:

- 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.