Risk Portfolio Management - Integrated Risk Assessment - Risk Appetite & Concentration Risk Portfolio Management - Integrated Risk  …

OCBC Bank
in Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
in Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
Risk Portfolio Management - Integrated Risk Assessment - Risk Appetite & Concentration
Responsibilities:
There is currently an opportunity for a dynamic and motived individual to be part of a team responsible for one or more of the following areas:
  • Custodian of the Group and Level 2 Business Unit/Subsidiary Risk Appetite Statements (RASs)
  • Support senior management and Board in articulation of Group RAS and in cascading to key business units / subsidiaries
  • Provide guidance and support to business units / subsidiaries on RAS setting and RAS application in areas of business, finance and risk
  • Promote alignment of business decisions and processes (e.g. strategic planning, loan pricing, capital allocation) with RAS
  • Support senior management in portfolio shaping and portfolio credit concentration risk management, including recommending and tracking of concentration limits as well as trend and emerging risk profile analysis
  • Drive regulatory advocacy on the development and implementation of Finalised Basel III Reforms
  • Participate in the validation of credit risk models (including IRB, IFRS9 ECL, Credit Economic Capital and Credit Stress Testing models)
*LI-MLIU

Qualifications
Requirements:
The candidate should ideally have:
  • Sound grounding in finance and/or quantitative analytics (e.g. statistics/engineering/actuarial etc)
  • Good understanding of risk management concepts and regulatory frameworks, e.g. Basel, IFRS9
  • Strong communication, presentation and conceptual skills
  • Self-motivated and detail oriented team player who is able to multi-task in fast paced environment
  • Proficient in SAS, proficiency in Python, R preferred
  • Experience with development/validation of credit risk models will be a plus
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