- Category Financial Services
- Industry Wholesale Banking and Global Markets
- Function Risk
- Consultant Arya Zhao
- License No 16S8060
- Registration No R1769240
- Job Ref No AZ 21257
- Salary S$150,000 - S$250,000
Our client is a global bank with strong presence in Singapore. Currently they are expanding a regional team to cover wholesale quant credit risk (analytics and stress testing)
In this role, you will liaise with risk management teams and model developers for new and/or changes to existing quantitative models to be used in their local capital planning and/or stress testing exercises; participate in the design and construction of the macro-economic scenario to be used in the stress test exercises including but not limited to performing sensitivity analysis.
Min 7 years of relevant experience in areas such as model risk management and/or Macroeconomic analysis is highly desirable; familiarity with regulatory guidance around ICAAP, stress testing principle and methodologies, and macroeconomic forecast design and development are strongly preferred; strong regional stakeholder management skill is a must.
To apply for this exciting opportunity, please submit your resume to Arya Zhao at firstname.lastname@example.org, quoting the job title and ref no. AZ 21257. Due to overwhelming response, we regret that only shortlisted candidates will be notified