Senior Consultant (Finance/Treasury)
Core
Develop and analyse behavioural life models for deposits and loan portfolios, assess risk frameworks, and inform Funds Transfer Pricing (FTP) or Credit/Operational Risk methodologies for a leading Singapore bank.
Role type
Senior Consultant (Finance/Treasury)
Builds
FTP methodology reviews, risk governance frameworks, and remediation plans
Domain
Banking, Finance, Treasury, Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
quantitative analysis, behavioural life modelling, FTP curve reconstruction, RCSA, credit risk policy analysis, risk governance assessment, KRI development, remediation planning
Preferred skills
Funds Transfer Pricing (FTP), balance sheet management, non-financial risk, operational risk
Technologies
data engineering tools
Responsibilities
Develop and analyse behavioural life models for deposits and selected loan portfolios; Conduct quantitative analysis to assess behavioural patterns and inform FTP methodology; Reconstruct and analyse FTP curves, identifying key drivers and areas for refinement; Review and enhance non-financial and operational risk frameworks; Conduct risk and control self-assessments (RCSA) and recommend control improvements; Analyse credit risk policies, processes and portfolio data to identify gaps.
Seniority
Senior, hands-on IC
