Risk Portfolio Management - AVP (Stress Testing)
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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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