VP Stress Testing
Due to continued investment within its Risk analytics space, this International Bank is keen to appoint a VP Level hire into its Stress Testing team.
Based in Singapore this role requires an individual who is able to interact with senior stakeholders in order to co-ordinate bank wide Credit Risk stress tests. The role holder will provide guidance and support to country stress testing teams on country ICAAP’s, as well as regular stress testing activities.
The role:
- Coordinate and conduct regular and ad hoc stress tests across the Corporate Banking Portfolio
- Work alongside Group Treasury and Group Portfolio Risk Analytics in the delivery of the Country ICAAP programme
- Support model development to assess the impact of stress on the bank’s balance sheet, profit and loss and capital ratios
- Lead the implementation and ongoing refinement of stress testing methodological approach’s, templates and documentation
- Engage with stress testing coordinators, finance teams, business risk units, business management teams, Group Treasury, Group Portfolio Risk and Global Research in the assessment of qualitative impacts and estimation of quantitative impacts on balance sheet, profit and loss and capital ratios
- Provide assistance to subsidiaries and branches in the development of country ICAAPs as well as support and advise countries on ad hoc and regulatory stress tests. Participate in country Stress Testing Committees/Working Groups as required
- Work with the various stress testing stakeholders to ensure efficient process management around the different work streams
- Support the Economic Capital project and integrate Economic Capital notions and views within Portfolio Risk activities
- Support Risk and Capital concepts knowledge transfer efforts through the development of seminars and tools as well as support ad hoc requests
Candidate Background:
- Finance or Economics degree (or equivalent), preferably at a Master Degree or higher
- Risk Management expertise; sound knowledge of regulatory capital, Basel II capital requirements, Economic Capital concepts and awareness of Basel III developments
- Familiarity with both Banking and Capital market products
- Able to conduct both qualitative and quantitative analysis, and communicate results effectively in both written and verbal form
- Proficient PC skills, including ability to use Excel spread sheets and intermediate to advanced formulas/macros for data mining and analysis purposes
- International and cross business team worker, with strong interpersonal and communication skills
- Dedicated and committed team player with leadership skills
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