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Model Risk Manager


GREEN LINK DIGITAL BANK PTE. LTD.
12 hours ago
Posted date
12 hours ago
N/A
Minimum level
N/A
Full-timeEmployment type
Full-time
FinanceJob category
Finance
About Us
Green Link Digital Bank is Singapore's inaugural wholesale digital bank focusing on supply chain finance, mainly serving MSMEs and aiming to help MSMEs grow and improve digitization.

Responsibilities

Model Development & Risk Analytics
  • Lead development and enhancement of credit risk models (PD/LGD/EAD, IFRS 9 ECL, ICAAP, Stress testing, internal scorecards) tailored for MSMEs and SCF portfolios.
  • Build end-to-end analytical workflows and dashboards for portfolio monitoring, risk segmentation, and early warning indicators.
  • Design and implement maker-checker processes to ensure robust and controlled model estimation, deployment, and usage workflows.
  • Support Market and Liquidity Risk functions with model validation and ad hoc analytics (e.g. FRTB, IRRBB).

Model Governance & Regulatory Alignment
  • Architect and maintain model risk management frameworks and policies in alignment with MAS 637, IFRS 9, and Basel guidelines.
  • Conduct model validation, performance monitoring, and breach escalation reviews.
  • Interpret evolving regulatory requirements and translate them into internal procedures and capital planning insights (e.g. ICAAP, Pillar 1/3).
  • Drive forward-looking thinking on risk data management and structuring to support scalable analytics, reporting automation, and regulatory readiness.

Stakeholder & Vendor Management
  • Lead engagements with external parties including regulators, auditors, and data vendors.
  • Work closely with cross-functional teams (Product, Tech, Finance, Compliance, Front Office) to ensure model-informed decisioning.
  • Evaluate and manage third-party tools or data vendors used in the risk analytics ecosystem.

Requirements
  • Bachelor's or Master's degree in a quantitative field (e.g. Statistics, Mathematics, Engineering, Finance, DataScience).
  • Minimum 8 years' experience in credit risk modeling, risk analytics, and regulatory compliance in the banking or fintech sector.
  • Proven experience building and governing risk models for wholesale portfolios.
  • Strong understanding of Basel, MAS, and IFRS 9 regulatory expectations.
  • Proficiency in tools such as Python, SAS, SQL, MS Excel, VBA and data visualization tools.
  • Excellent communication and stakeholder management skills.


By submitting your application, you have given your consent for us to collect, use and retain your data for a year as according to our prevailing data retention and PDPA policies. Should you have any enquiries on our data policy, please contact us at CustomerSupport@glbank.com.
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JOB SUMMARY
Model Risk Manager
GREEN LINK DIGITAL BANK PTE. LTD.
Singapore
12 hours ago
N/A
Full-time

Model Risk Manager