Quant jobs / OCBC

Lead Analyst, Retail Credit Risk Modelling (AVP)

A senior modelling role building and maintaining credit risk models for consumer, small business and wealth lending at a Singapore bank. It sits in the group credit risk modelling team within risk portfolio management.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop and recalibrate scorecards and expected credit loss models for retail portfolios
Back-test live models and flag performance drift early
Respond to findings from independent model validators and close them out
Turn model outputs into inputs for credit decisioning and capital or provisioning
Prepare material for auditors and regulators on model methodology

What they ask for

Required

Credit risk modelling
Basel III and IFRS 9 knowledge
Data handling and quantitative analysis
Retail or small-business credit products
Written and verbal communication
Independent analytical thinking

Education: Degree in a quantitative or financial subject such as maths, statistics, computer science, accounting, finance or economics, or professional certifications
Experience: 5–7 years in credit analysis, modelling or credit risk management for consumer, small business or wealth portfolios
Markets: credit

How to prepare

Build a probability-of-default scorecard with logistic regression and report Gini and KS
Work through IFRS 9 staging and how expected credit loss is calculated
Learn the Basel IRB parameters (PD, LGD, EAD) and how they feed capital
Practise back-testing and population stability monitoring on a public lending dataset
Read about model governance and how validation findings are tracked

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

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View the posting on OCBC’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with OCBC and doesn’t handle applications.