Risk Services - Credit Risk Modelling Assistant Manager/Manager
Singapore - Marina One
PwC
We are a community of solvers combining human ingenuity, experience and technology innovation to help organisations build trust and deliver sustained outcomes.Line of Service
AssuranceIndustry/Sector
FS X-SectorSpecialism
Conduct and ComplianceManagement Level
ManagerJob Description & Summary
We believe that challenges are better solved together. That's why you'll join a diverse, global community of solvers - an unexpected mix of people that come together to build trust in society and solve important problems. With us, you are encouraged to lead with your heart and values, and where your unique skills are developed and put to work in unexpected and exciting ways, superpowered by technology.Our Risk Services Practice provides an invaluable safeguard in today’s complex operating environment with insights and independent assurance. We work with clients to deliver business control to help them to protect and strengthen every aspect of their business from people to performance, systems to strategy, business plans to business resilience. We help clients manage, mitigate and control risks from potential cybersecurity breaches to possible breaks in the supply chain. We assess and prepare businesses by looking into their technology, finance, data analytics, regulatory requirements, data security and privacy, internal audit, and the third parties our clients rely on, to help clients deliver quality results and meet their strategic objectives.
Responsibilities
Experienced in the development, maintenance, validation and application of credit risk models (IFRS 9, IRB, stress test, ECL, etc) and credit risk underwriting, scoring or analysis.
Relevant experience in climate and nature risk, as well as a broader range of enterprise risk management (such as ICAAP) would be a plus.
Relevant experience in AI or machine learning would also be a plus.
Understanding of Basel , MAS637 regulations, IFRS 9 regulations and credit products.
Identify opportunities on business developments and track vulnerabilities to risk developments.
Requirements
5 or more years of relevant working experience in similar functions preferred.
Good University degree from Finance / Quantitative discipline.
Advanced Excel, VBA, SAS, SQL and Python skills are essential.
Well organized and able to work independently and creatively.
Effective interpersonal skills to collaborate effectively with team members, senior management, clients and external stakeholders.
Strong verbal and written communication skills to convey complex risk concepts clearly and concisely.
Persuasive, persistent with high stress tolerance to manage stringent and moving deadlines.
Education (if blank, degree and/or field of study not specified)
Degrees/Field of Study required:Degrees/Field of Study preferred:Certifications (if blank, certifications not specified)
Required Skills
Optional Skills
Accepting Feedback, Accepting Feedback, Active Listening, Analytical Thinking, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Coaching and Feedback, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Creativity, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support {+ 35 more}Desired Languages (If blank, desired languages not specified)
Travel Requirements
Not SpecifiedAvailable for Work Visa Sponsorship?
YesGovernment Clearance Required?
YesJob Posting End Date
* Salary range is an estimate based on our AI, ML, Data Science Salary Index 💰
Tags: Credit risk Data analysis Data Analytics Excel Finance Machine Learning Privacy Python SAS Security SQL
Perks/benefits: Career development
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