Quant jobs / OCBC

Lead / Senior Lead Analyst, Credit Risk Modelling – Wholesale (AVP/VP)

A senior modelling role building and maintaining credit risk models for corporate, bank and sovereign 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 update wholesale rating and expected credit loss models
Back-test models and report weaknesses before they affect decisions
Manage model system parameters and configurations with technology teams
Resolve validator findings under the model governance framework
Support capital and provisioning assessments with model outputs

What they ask for

Required

Wholesale credit risk modelling
Basel III and IFRS 9 knowledge
SAS, SQL or Python
Quantitative analysis of large datasets
Credit products knowledge
Communication with senior management

Preferred

External ratings and market-based credit indicators

Education: Degree in a quantitative or financial discipline such as accounting, finance, economics or maths, or professional certifications
Experience: 5–7 years (Lead Analyst) or 7–10 years (Senior Lead Analyst) in a related area
Languages and tools: SAS
SQL
Python
Markets: credit

How to prepare

Build a corporate rating model on public default data and discuss low-default portfolio issues
Study Basel IRB formulae and how PD, LGD and EAD turn into capital
Learn IFRS 9 lifetime ECL and how macro forecasts enter provisioning
Practise SQL and Python for data preparation and model monitoring
Read how stress testing links macroeconomic scenarios to credit losses

What to study

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

Open the roadmap

Apply

Read the full posting on OCBC’s site before applying: requirements, location and pay can change after we check them.

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.