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AVP, Credit Risk Modelling

Job description

Our client is a leading wholesale bank, looking for Credit Risk professionals to join their team in Singapore at AVP level.


  • Develop and validate credit risk models
  • Execute credit portfolio stress tests including ICAAP and IWST, and thematic portfolio deep-dive
  • Draw meaningful insights from the models and support the development of new models and stress-test methodologies

Key Requirements:

  • Bachelor Degree in finance or related field with analytics background
  • At least 5-8 years' experience in Credit Risk portfolio modelling or stress test methodology
  • Experience in data management, process automation is preferred
  • Strong communication and stakeholder management skills
  • Good knowledge of Basel rules, FRS regulations, MAS637 regulations and credit products
  • Strong proficiency in SAS, SQL or Python

If you believe you fit the requirements for the role, please click APPLY NOW or drop an email to Note: We regret that only shortlisted candidates will be notified.

Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1767640

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