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AVP, Stress Testing and Credit Risk Reporting

Job Seekers Singapore Risk Management Financial Services - Banking

Job Summary

  • Singapore
  • Permanent
  • BBBH792028
  • Sep 02, 2021
  • Competitive
Job Description

Morgan McKinley is working in partnership with a Regional Bank who is known for their Corporate and Investment Banking services in the APAC and Oceania region.

The Singapore team is looking for an AVP to join their Portfolio Risk Analytics team. Reporting to the Team Head, you will be expected to provide expertise for Stress Test Production and Risk Reporting for the Singapore Branch.

Role and responsibiliites

  • Understand the role of Stress Testing within the overall Risk and Capital management framework of Westpac.
  • Manage the development of the plan for Stress Testing cycles.
  • Understand timescales and critical paths for the delivery of results.
  • Conduct credit risk stress testing analyses that meet local regulatory requirements and management purposes.
  • Develop, maintain, and validate stress testing scenarios in consultation with key stakeholders, and in accordance with Group policies and methodologies.
  • Engage with Group stakeholders to review stress testing outcomes and facilitate effective management discussions and decisions
  • Maintain and improve stress test model and facilitate group validation
  • Support the technical components of risk reporting.
  • Analyse and interpret quantitative outcomes including loss forecasts and synthesise these into insights to support risk strategy and policy decisions.
  • Conduct adhoc portfolio analysis as directed by CRO Asia.

Key requirements

  • Degree in Statistics / Applied Mathematics / Finance / Engineering
  • Minimum 6 years of experience in a banking organization including 3 - 4 years in stress testing / credit risk modelling, preferably in a wholesale banking environment.
  • Highly skilled in at least one of the following programming languages: SAS and R.
  • Familiar with risk estimates, capital, provisioning, and stress testing methodology and concepts, and related banking regulations.
  • Excellent oral / written communication skills.
  • Strong organisational and prioritization skills; able to handle multiple priorities concurrently.
  • Able to work both independently and with cross functional teams.

If you are interested in the role and would like to discuss the opportunity further, please click apply now or email Hagen at hlee@morganmckinley.com for more information.

Only shortlisted candidates will be responded to, therefore if you do not receive a response within 14 days please accept this as notification that you have not been shortlisted.

Morgan McKinley Pte Ltd, EA License No: 11C5502

Lee Boon Hou (Hagen), Registration No: R1870932

hlee@morganmckinley.com

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Consultant Details

Consultant Details

Hagen Lee
Hagen Lee
  • Senior Consultant
  • +65 6818 3140
  • hlee@morganmckinley.com