Job Title

Credit Risk Modelling Manager (Bank)

  • Position:
  • Salary:
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  • Job ID: 03175
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Job Description


  • Develop, implement and maintain credit rating models for the measurement and management of credit risk for different segments of the Bank’s portfolios.
  • Develop and maintain user requirements, parameters and configurations of rating systems for different customer segments.
  • Monitor, back test and report performance of the models.
  • Work closely with independent model validators to ensure adherence to the governance framework for model deployment and ensure timely closure of validation issues.
  • Active engagement with stakeholders to develop analytic solutions using outputs from such models in credit decision, business strategies, risk appetite setting and provisioning and capital assessment.


  • University degree in a quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc.)
  • Over 3 years of relevant experience in credit risk modelling.
  • Ability for handling data and performing quantitative analysis.
  • Strong statistical and risk modeling skills, and programming knowledge in SAS, SQL, Python or R is highly preferred.
  • Good knowledge and competence in credit risk requirements, Basel requirements and internal risk grading.
  • Experience in risk analytics or credit risk management in wholesale or consumer portfolios will be an advantage.
  • Analytical and independent thinker
  • Strong written and verbal communication skills

Candidate with more experience can apply for “Senior Risk Modelling Manager


Interested parties please send your detail resume in MS WORD format with current and expected salary through APPLY FOR THIS JOB.

All data collected will be used for recruitment purpose only & will be used strictly confidential.
Only shortlisted candidates will be notified.

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Credit Risk Modelling Manager (Bank) (ID: 3175)

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