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Job Description: The positions sit within the Credit Risk Modelling and Integrated Risk Assessment departments within OCBC Group's centre of excellence for quantitative analytics, with focus on credit risk modelling and holistic assessment of capital demand respectively. The Analyst is responsible for the implementation and maintenance of quantitative credit risk models. He/She supports independent research and analysis to validate the performance of existing credit risk models to ensure their suitability for continued use. He/She enables the deployment of models and guides others in the use of analytics to support business needs.
Responsibilities: 1) Implement and maintain credit risk models to ensure ongoing accuracy, compliance and relevance given the ongoing changes in economic, business and regulatory environment. 2) Monitor, back test and report performance of the credit risk models. 3) Work closely with business and risk management to provide value adding risk analytics solutions for the enhancement of risk-return tradeoff in credit decisioning, business strategies, risk appetite setting and provisioning and capital assessment. 4) Participate in the system implementation of credit risk models and model validation engine
Qualifications Requirements: 1) Quantitative discipline (e.g. Mathematics, Statistics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis 2) Good data manipulation and computational skills preferably in Python or SAS 3) Strong analytical and troubleshooting skills with a keen eye for details. 4) Able to work well in a team 5) Proficient level of interpersonal and communication skills.
As part of the application, you are required to also submit your online application via My Careers Future for this position: https://employer.mycareersfuture.gov.sg/jobs/sgunitedjobs-grp-risk-mgt-risk-portfolio-management-credit-risk-analyst-oversea-chinese-banking-corporation-0f24cc075bfa2fb506694d6f65303dc7/applications