Quant jobs / OCBC

Senior / Lead Analyst, Credit Risk Modelling

A credit risk modelling role covering consumer, small business and wholesale segments in the bank's Malaysian operation. It sits in the group credit risk modelling team inside 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.

Build and maintain scorecards, rating models and expected credit loss models
Monitor and back-test live models against performance standards
Maintain model system requirements and configurations
Work through validation findings with independent validators
Support credit decisions and capital or provision assessments with model outputs

What they ask for

Required

Credit risk modelling
Basel III and IFRS 9 understanding
Data handling and quantitative analysis
Credit products knowledge
Written and verbal communication
Working with senior management

Education: Degree in a quantitative or financial subject such as accounting, finance, economics, maths or computer science
Experience: 3–5 years (Senior Analyst) or 5–7 years (Lead Analyst) in credit analysis, modelling or credit risk management
Markets: credit

How to prepare

Build a PD scorecard end to end and document the choices you made
Learn Basel III treatment of credit risk and the IRB approach
Work through IFRS 9 staging and ECL on a simple loan book
Practise back-testing metrics: discrimination, calibration and stability
Study how stress testing models are built and used for capital planning

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.