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Risk Portfolio Management - AVP (Stress Testing)

Risk Portfolio Management - AVP (Stress Testing)

OCBCKuala Lumpur, Kuala Lumpur, Malaysia
30+ days ago
Job description

Risk Portfolio Management - AVP (Stress Testing)

Join to apply for the Risk Portfolio Management - AVP (Stress Testing) role at OCBC .

Overview

OCBC is a long-established bank committed to enabling individuals and businesses to achieve their aspirations. The organization is on a journey of transformation, leveraging technology and creativity to become a future-ready learning organisation, with the ambition to be Asia’s leading financial services partner for a sustainable future.

Responsibilities

  • Stress Testing : Co-ordinate the development and execution of stress testing to meet regulatory requirements.
  • Model Validation : Validate and challenge the performance of credit rating models to ensure accuracy and reliability.
  • ICAAP Support : Assist in the overall ICAAP processes, ensuring compliance with regulatory standards.
  • Risk Appetite and Concentration Risk : Support the team in driving the use of Risk Appetite and Concentration Risk to guide business and risk decisions.
  • Portfolio Analysis : Conduct profitability and risk analyses of the credit portfolio to help shape the bank’s credit portfolio.
  • Emerging Risks : Provide insights into top and emerging risks, engaging with business units in topical, economic, business and risk analyses.

Qualifications

  • 3 to 5 years of experience in conducting ICAAP / stress tests and familiarity with stress test models.
  • Degree in a quantitative discipline such as Mathematics, Finance, Statistics, Accounting, or Management Information Systems (MIS).
  • Proven experience in credit rating model validation.
  • Knowledge of emerging risks and risk appetite and credit concentration risk management.
  • Proficiency in programming languages such as Python or SAS, and MS Excel, MS Word, MS PowerPoint.
  • Detail-oriented with strong numerical and analytical skills.
  • Excellent communication and interpersonal skills, capable of working independently and collaboratively under pressure.
  • Highly motivated individual with the ability to thrive in a fast-paced environment.
  • What We Offer

    Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are cared for as much as the needs of our customers.

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    Portfolio Management • Kuala Lumpur, Kuala Lumpur, Malaysia

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