My client, a top tier international bank is actively hiring 2 Counterparty Credit Risk Stress Testing Analyst to join the portfolio risk team.
You will be responsible for conducting regulatory (IWST and ICAAP) and traded risk stress tests, analysing stress test results and assessment of impact across key capital ratio, PnL and balance sheet.
Report, monitor and perform regular and ad-hoc investigation on stress test results and wrong way risk for the Derivatives portfolio.
Perform regular stress tests and assess the qualitative and quantitative impacts on balance sheet, profit and loss and capital ratios.
Manage outstanding action items from the global counterparty credit risk forum.
Ensure that any CCR stress testing related policies and procedures, model standards, specifications documents, templates and processes are kept up-to-date.
Ensure all CCR stress testing methodologies are compliant with regulatory requirements and internal governance.
Adhere to the completeness of Operational Risk Control activities and comply to internal governance standards including EUC policy, procedure documentation and etc.
Develop internal relationships with the wider Portfolio Risk function and externally with the other teams within the Risk function including Traded Risk, Risk Measurement, Risk infrastructure and governance.
Provide ad hoc analytical support and perform analysis when requested for papers presented to the Group committees.
You need to be Singaporean
3-6 year experience in Market or Counterparty Credit Risk with in the Financial Service industry
2:1 advanced degree in Finance, Economics or Statistics
Demonstrated knowledge in financial derivatives and risk or trading systems.
Exposure to stress testing is highly advantageous
Aptitude to handle large data sets and proficiency to handle data manipulation efficiently
Strong use of Excel, VBA, SQL or SAS
If you are interested in exploring this role further, please send your resume to Noel Huang at NHuang@argyllscott.com or call directly on +65 3157 2131 for a confidential discussion (EA Licence No. R1330171)