Senior Risk Analyst - Risk Portfolio Management- Integrated Risk Assessment Senior Risk Analyst - Risk Portfolio Management-  …

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
Senior Risk Analyst - Risk Portfolio Management- Integrated Risk Assessment
The candidate will be part of a department and have the opportunity to be involved in one or more of the following areas:

  • Responsible for enterprise-wide credit stress test to assess impact from potential adverse events which includes both internally triggered as well as regulatory prescribed stress scenarios. This will require close collaboration with stakeholders such as subsidiaries, business units and other risk functions. The department is also responsible for ensuring that the methodology/approach adopted is appropriate, efficient and consistent with industry best practices.
  • Support the Internal Capital Adequacy Assessment Process (ICAAP) for the Group and subsidiaries, including assessment of material risks facing the Bank, coordination with Finance departments and risk specialists for various risk types to quantify capital demands and assess capital adequacy of the Bank.
  • Work with key stakeholders on portfolio management / assessment initiatives such as risk adjusted return analytics, portfolio/concentration limit setting, impact analysis of Basel III reforms and IFRS9 on major lines of businesses, allocation of capital and funding resources to/within Business Units to achieve optimised returns.
  • Provide effective challenge to credit risk models. The candidate will have opportunities to be involved in the independent validation of models such as IRB, credit economic capital and IFRS 9 ECL models.
*LI-MLIU

Qualifications
Qualifications:
  • Good understanding of risk management and/or financial management concepts, e.g. Basel and funding management, market risk and interest rate risk management
  • Strong communication, presentation and conceptual skills
  • Able to multi-task in a complex and changing environment
  • Good aptitude for numbers with an eye for details
  • Ability to work independently as well as in a team
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