Stress Testing / Credit Risk Validators
- 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.
- 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
- 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