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Credit Risk Analyst

  • Full Time, onsite
  • ASTEK Singapore Innovation Technology Pte. Ltd.
  • Central, Singapore
$ 9,500 - $ 11,500 / month

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  • 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
  • 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