• Competitive
  • Singapore
  • Permanent, Full time
  • OCBC Bank
  • 2018-06-17

Senior Analyst, Risk Portfolio Management- Integrated Risk Assessment (ST)

Senior Analyst, Risk Portfolio Management- Integrated Risk Assessment (ST)

Responsibilities:

The successful candidate will be a key member of a team primarily responsible for conducting enterprise-wide stress tests on the Group's credit portfolio, inclusive of both wholesale and retail portfolios across our core markets. These stress tests will be used for assisting Board and Senior Management to understand the downside risks to the portfolio in the event of stress. The successful candidate will also have the opportunity to be exposed to other risk management areas such as credit model validation and internal capital adequacy assessment.

LI-MLee

Qualifications

Qualities looked for in candidates:

  • Good understanding of risk management concepts, e.g. Basel, and other risk types such as market risk and IRRBB
  • Familiarity with IRB models and/or experience in stress testing is a plus
  • Strong analytical and communication skills
  • Preferably working knowledge of statistical applications, e.g. SAS
  • Able to multi-task in a complex and changing environment
  • A team player as well as able to work independently

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