Senior Credit Risk Analyst (Risk Modeling)

What you'll do

• Develop and maintain MIS reports to monitor key portfolio performance and advise management on risk profiles.
• Analyse portfolio performance, identify trends & drivers, draw insights and optimize the underwriting policies for Heavy Equipment and Car product.
• Design and implement champion challenger mechanism to optimise the underwriting.
• Participate in credit portfolio stress testing on a regular basis to fulfill both internal and regulatory requirements.
• Lead delivery of credit risk system projects and/or tactical system changes.
• Administer credit rules, scorecards, limit assignments in retail and SME credit underwriting system(s), including the following: Administer risk data mart and conduct associated problem-solving.
• Communicate issues/improvements relating to credit risk systems and data inputs/outputs, and act as primary liaison for vendor engagement, vendor management and onboarding.
• Work closely with business team, dev, and other functions as necessary.

Requirements

• Bachelor’s degree and above in quantitative fields such as Mathematic, Computer science, Business Analytics, Finance, Accountancy, Statistics, Quantitative Finance.
• Familiar with Heavy Equipment and Car Loan industries
• Have experience in Credit modelling around  4 years
• Familiar with Python, SQL, or VBA programming skills.
• Familiar with MAS Guideline on Risk Management Practices and other relevant regulations risk related portfolios is a plus.