• Competitive
  • Singapore
  • Permanent, Full time
  • OCBC Bank
  • 22 Sep 17

Senior Stress Test Analyst, Integrated Risk Assessment_Risk Portfolio Management

Senior Stress Test Analyst, Integrated Risk Assessment_Risk Portfolio Management

The successful candidate will be a key member of a team primarily r esponsible for :
  • Conducting enterprise-wide stress tests on the Group's credit portfolio, inclusive of both wholesale and retail portfolios across our core markets
  • Stress tests will be used for assisting Board and Senior Management to understand the downside risks to the portfolio in the event of severe stress scenarios, such as those under our Internal Capital Adequacy Assessment Process and regulatory driven industry-wide stress tests, as well as other ad hoc stress tests to emerging risks


Qualifications
Qualities looked for in candidates:
  • Experience in performing stress test s
  • Familiarity with IRB models is a plus
  • Good understanding of risk management concepts, e.g. Basel, and other risk types such as market risk and IRRBB
  • Strong analytical and communication skills
  • W orking knowledge of statistical applications, e.g. SAS
  • Able to multi-task in a complex and changing environment
  • A team player as well as able to work independently

*LI-ML