Manager, Capital Stress Testing Manager, Capital Stress Testing …

Standard Chartered Bank Singapore
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
Standard Chartered Bank Singapore
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
Stress Testing Modelling Execution Model Enhancement, development and documentation Participation in ad-hoc capital and liquidity projects (where time is available)

The Role Responsibilities

Stress Testing Modelling Execution

    • Strong Focus on Capital metrics like CET1, MREL and Leverage.
    • Execution of the stress test models for balance sheet equity and capital requirements.
    • Ensure input data quality, reconciliation, validation, consistency with various sources.
    • Work alongside global business stakeholders to develop, understand, and translate stress parameters into the final capital projections metrics.
    • Manage timelines around the stress test exercises
    • Analyze and present results in a concise yet informative manner to senior management
    • Produce qualitative write ups commenting on the bank’s capital position in various stress scenarios
    • Produce final numbers pack for regulatory submissions

Model Enhancement, development and documentation

    • Development of modelling methodology, assumptions, compliance requirements, sensitivities, and drivers for projections.
    • Explore new avenues of stress testing, enhancing current approaches in terms of time, usability, scope.
    • Build automation of data extraction and model projection capabilities
    • Incorporate other areas of risk (E.g. Liquidity) into current capital model.
    • Support documentation of stress test models methodology, ensuring it is in compliance with group governance standards
    • Conduct operational risk checks and processes for Stress Tests
    • Assist to engage, influence and maintain successful working relationships with:
  • External regulatory audience (PRA) for BOE Stress Testing
  • Group Treasury for all related data from the corporate plan
  • Technology, business, and other stakeholders for source/upstream data requirements

 

Participation in ad-hoc capital and liquidity projects (where time is available)

    • Participation in analytics, regulatory reporting, and change initiatives.
    • Working closely with the other teams for any other miscellaneous capital and liquidity projects.

Our Ideal Candidate

  • Degree qualified in a numerate discipline (e.g. statistics, economics, mathematics or financial engineering) preferably with Treasury, Finance, or Regulatory background
  • Strong stress testing balance sheet and modelling skills is desirable
  • Familiar with capital concepts like CET1/MREL/Leverage/ and Capital requirements
  • Strong Excel knowledge and ability to work with large datasets
  • Banking product knowledge and experience
  • Self starter
  • Good knowledge of accounting and financial statements
  • Full or partial qualifications like CFA or ACA will be considered favourably
  • Strong SAS knowledge and experience in SQL would be an advantage
  • Ability to work in high pressure environments
  • Ability to positively engage with stakeholders
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