• Competitive
  • Singapour, Singapore
  • CDI, Plein-temps
  • OCBC Bank
  • 22 janv. 18

Senior Lead Analyst, Risk Portfolio Management- Integrated Risk Assessment

Senior Lead Analyst, Risk Portfolio Management- Integrated Risk Assessment

  • Support Group and subsidiaries' Internal Capital Adequacy Assessment Process (ICAAP)
  • Work with Group Finance and the other risk representatives across the Group to assess capital demand for capital adequacy purposes.
  • Assess / review of the material risks facing the Group
  • Translate technical analysis into business considerations
  • Review assessment process / quantification approaches
  • Providing effective challenge / validation to internal credit risk rating models and assess if models were fit for purpose


*LI-ML

Qualifications
  • Experience in performing stress tests
  • Familiarity with IRB models is a plus
  • Good understanding of risk management concepts, e.g. Basel, and other risk types such as market risk and IRRBB
  • Strong analytical and communication skills
  • 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
  • Role is for a Vice President rank