Credit Risk Modeller, $80-150k SGD - Singapore

This banks would like to see candidates from various levels to be responsible for implementing and validating PD/LGD/EAD models Responsibilities

• Develop and validate PD, LGD and EAD models
• Conduct Regular and ad-hoc validation of scorecard performance, Basel II PD, LGD and EAD models as well as portfolio stress testing
• Generate, analyse and monitor portfolio risk and capital ...

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