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Job Overview

VP/AVP – Operational Risk Stress Testing Analyst (3 to 6 months contract – multiple headcounts)

Location: Singapore Salary: Competitive - paid in SGD
Type: Contract Start Date:
Posted: 5 months ago Contact: Niwas Nallasamy

My client is a global bank with a strong focus in Asia. You will be supporting the Regional Head of Operational Risk, Stress Testing to assist in developing/ maintaining of operational risk forecasting models and to analyse stress test results.

Responsibilities:

You will be assisting the Regional Head of Operational Risk, Stress Testing and responsible for:

  • Developing operational risk stress testing models which includes but not limited to operational risk loss forecasting models, stress testing and capital models using statistical techniques
  • Working with independent model validation team to resolve any pending regulatory gaps in operational risk loss forecasting models
  • Ensuring compliance with regional and global regulators on Pillar 1 and Pillar 2 capital requirements of the bank
  • Assisting the global business units on their respective local regulatory reporting requirements

Requirements:

  • Minimum of 8 or 4 years (VP or AVP respectively) of relevant experience in Risk Modelling
  • Masters/ Degree in Economics or Financial Engineering ; will be an advantage to have PhD in Economics
  • Strong Matlab or SAS skills with the ability to develop statistical models; advantageous to have knowledge of CCAR models
  • Ability to understand and translate economic drivers across various market segments
  • Knowledge of the local regulator and the regional regulatory requirements
  • Good communication skills with the ability to work independently

If you would like to find out more about this role, please click apply below. Alternatively, you may send your updated resume to Niwas.Nallasamy@eamesconsulting.com (EA: 16S8091/ R1436884)

Job posted by Niwas Nallasamy - Registration Number: R1436884