Stress Testing / Credit Risk Validators

  • Competitive
  • Singapour, Singapore Singapour Singapore SG
  • CDI, Plein-temps
  • Sloane Shorey Consulting , Numéro de Licence EA : 17S8548
  • 09 juil. 18 2018-07-09

Multiple opportunities for talented credit / market quantitative analysts in a dynamic and innovative environment with one of the biggest and most stable banks in Singapore.

Job Scope:

  • Primarily responsible for conducting enterprise-wide stress tests on the Group’s credit portfolio tress 
  • Analyse of risks on the portfolio in the event of severe stress scenarios, such as those under our Internal Capital Adequacy Assessment Process and emerging risks.
  • Involves the validation of credit models (like IRB and IFS models and stress test models), analysing its risk return/risk appetite

Requirements: 

  • 5 years experience in performing stress tests
  • Good understanding of risk management concepts, e.g. Basel, IRRBB
  • Strong analytical and communication skills
  • Working knowledge of statistical applications, e.g. SAS

Sloane Shorey Consulting Pte Ltd, Singapore is a Ministry of Manpower approved EA. Licence number: 17S8548 | EA. Registration number: R1105334