VP Quant Wholesale Credit Risk – Global Bank Jobs in Singapore

    VP Quant Wholesale Credit Risk – Global Bank

    Permanent Arya Zhao
    • Singapore View on Map
    • Job posted on: September 27, 2021
    • Apply Before : February 28, 2022
    • Applications 0
    • View(s) 299
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    Details

    • 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

    Description

    Description

    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)

    Responsibilities

    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.

    Requirements

    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

    To apply for this exciting opportunity, please submit your resume to Arya Zhao at az@kerryconsulting.com, quoting the job title and ref no. AZ 21257. Due to overwhelming response, we regret that only shortlisted candidates will be notified

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