Director | Stress Testing Methodology | Hong Kong based recruitment
Key responsibilities:
• Active involvement in Stress Testing of all the Bank’s portfolios Asia-wide
• Implement a Group wide Stress Testing concept to evaluate the capital adequacy ratio under stressful conditions; integrated capital, funding and financial performance
• Involve in regulatory reporting (including ICAAP) and portfolio MI reporting and liaise with regulatory bodies
• Lead the internal stress testing exercises and assist in presenting the stress test results for senior management and the Bank’s Board.
• Coordinate regulatory stress testing agenda in accordance to ICAAPs, IMF FSAP and Reverse Stress Testing.
Other responsibilities are:
A key member of the bank’s regional risk executive team
Qualifications Skills:
• At least 7 years of working experience in credit risk analytics
• Strong focus on quality control and attention to detail
• Understanding of Portfolio/Capital and Market Risk models and tools would be highly regarded
• Excellent communication skills
Please apply to qrfsing@selbyjennings.com or call + 65 6808 5600