Portfolio Risk Analytics Manager I Asia Pacific Region | Singapore recruitment
Job Description:
• Implement ICAAP, Economic Capital methodologies and related system environment
• Quantification of Economic Capital for relevant risk types
• Responsible for periodical Stress Testing and Scenario Analysis
• Involved in Business wide Risk Appetite assessment.
Qualifications Skills:
• Minimum 5 years of relevant working experience in Economic Capital, ICAAP, Risk Appetite, stress testing and/or related areas
• Intermediate (or Advanced) Statistical and data management software skills - SAS, SQL, Excel
• Exposure to the practical application of the Basel II regulatory framework, capital estimates and familiar with Basel III requirements
• Ability to interact with various stakeholders, both internal and external
Interested candidates please send in your resume in word format to qrfsing@selbyjennings.com