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Stress Testing Wholesale Credit Risk

Job Title: Stress Testing Wholesale Credit Risk
Contract Type: Permanent
Location: Singapore, Singapore
Industry:
Salary: VB
Reference: JN -032018-172230
Contact Name: Janice Chee
Contact Email: jchee@argyllscott.sg
Job Published: April 11, 2018 11:51

Job Description

Summary of the role:

  • Partner with credit officers and credit analyst on credit initiatives, focusing on IWST, ICAAP, stress modelling.
  • Strong understanding of the evolving regulatory environment (e.g. Capital Requirements Regulation, Basel I/II/III, Stress Testing / CCAR, IFRS 9) and its challenges.
  • Working on testing of assumptions, referential data development, documentation completeness, and driving sensitivity analysis
  • Review and ensure completeness of Model documentation based on internal risk management policies, model validation and governance standards.
  • Work with wholesale stress testing team in delivering end-to-end stress test results, helping the bank meet regulatory deliverable.

You would have:

  • Strong knowledge, proven working experience of global risk production processes, market, credit and operational risk activities
  • Good understanding of FI/corporate business model, balance sheet and income sheet statement
  • Confident working in a fast paced environment; able to build relationships and communicate with senior managers within different functions and jurisdiction
  • Proven ability to deliver timely high quality analytical work in a relatively unsupervised environment.
  • Strong risk and control understanding, financial services experience and familiar with investment bank operations.

Next Step

Please send in your updated resume to jchee@argyllscott.sg

All shortlisted candidates will be notified

*For a confidential discussion on active opportunities in the Market within risk functions or find out more about this role - please reach out directly to Janice at +65 6597 5174.

Argyll Scott Asia is acting as an Employment Agency in relation to this vacancy.

Janice Chee

R1871479

16S8105

Argyll Scott Asia is acting as an Employment Agency in relation to this vacancy.