Credit Risk Analyst
ASTEK SINGAPORE INNOVATION TECHNOLOGY PTE. LTD.
- Overall 6+ years of experience as Credit Risk Analyst
- Experience in Credit risk configurations, reports extractions using LRB and extensive traded product knowledge.
- Working on Murex MLC module & working with end users to gather, analyze, design & implement user requirements
- Good knowledge of collateral management domain
- Overall Strong Murex MLC technical experience & understanding of Credit Risk Concepts
- Good exposure in MLC static setup and risk configuration in MLC module
- Perform Model validation of trading models/pricers used in XVA, Counterparty Credit Exposure and IMM/Capital calculations and regulatory stress testing.
- Perform assessments of the conceptual soundness of model specification, the appropriateness of the methodology for its intended purpose, reasonableness of assumptions and reliability of inputs and assessment of model limitations
- Assess completeness of testing performed to support the correctness of the implementation
- Perform ongoing performance monitoring tests and regulatory/non-regulatory back testing to ascertain that models are relevant and fit for purpose.
- Strong experience on implementing Credit risk module around MLC, LRB, Simulation/Datamart
JOB SUMMARY
Credit Risk Analyst
ASTEK SINGAPORE INNOVATION TECHNOLOGY PTE. LTD.
Singapore
8 days ago
N/A
Full-time
Credit Risk Analyst