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, Read more […]