Manager - Credit Risk Analyst (Stress Testing)

  • Competitive
  • Singapore
  • Permanent, Full time
  • United Overseas Bank
  • 26 Sep 16

Manager - Credit Risk Analyst (Stress Testing)

Job Description
We are looking for a suitably qualified candidate to join the Country and Credit Risk Management Division within Group Risk Management. Your specific responsibilities include:

  • Participate in the research and development of the Bank's credit stress testing framework and methodology
  • Perform regular bank-wide credit stress tests as part of Basel Pillar 1 and ICAAP/Pillar 2 requirements
  • Involve in the system automation of stress test execution in SAS platform
  • Review, enhance and maintain the Bank's credit risk economic capital model
  • Assist in ad-hoc credit risk related assignments and projects

Required Characteristics & Skills
  • Strong analytical and logical mind
  • Good communication skills (both verbal and written skills) and able to interact effectively and harmoniously with colleagues at all level
  • Good understanding of Basel capital standards and IRB credit risk models
  • Quantitative knowledge and skills in mathematical modeling and data analysis
  • Able to process, manipulate and analyze large volumes of data using statistical tools such as SAS, Microsoft Excel and/or VBA programming
  • Possess IT system knowledge and experience. Working experience in RiskAuthority and SAS is an added advantage

Education Qualification
Good Degree or Masters in Finance, Mathematics or Engineering/Quantitative related discipline