Credit Risk Manager


  • Work closely with Group Risk Modeling/ Group Model Validation and credit experts on the development and validation of the bank’s scorecards and capital models
  • Drive implementation of model/capital related initiatives to optimize Credit RWA
  • Maintain and review credit rating policy. Initiate cascading session to ensure all stakeholders have clear understanding of the rating requirements
  • Preparation and submission of Bank’s Credit RWA under Basel II Pillar 1 reporting
  • Perform periodic analysis on bank’s Credit RWA including rating migration, stale rating etc
  • Perform regular Credit Stress Test in accordance with Basel II Pillar 2 requirements


  • Degree in quantitative qualification, preferably in Statistics, Mathematics, Accounting, Finance, Banking, Economics or other related/ suitable quantitative discipline from a recognised university
  • 5 years working experience in similar function or modelling related functions
  • Familiar with various Excel Mathematical and Data Manipulation functions
  • Experience in data analytics and data manipulations using SAS software. Familiar with various database structures and able to work with technical team on data extraction
  • Exposure to various types of portfolios managed by the banking group and experience in business / corporate loan origination and credit processing is an added advantage
  • Meticulous, organised and able to provide high quality documentation
  • Confident, and able to interact well with various working levels
  • Familiar with MAS 637 and BCBS239