AVP/VP, Credit Risk Modelling/Stress Testing
A global leading bank is looking for an credit risk modelling/stress testing professional at AVP/VP level
This role will be responsible for a wide range of portfolio risk initiatives within their corporate banking in Asia. In this role, you will conduct stress testing analysis and adholc portfolio analysis, maintain Asia stress test model and facilitate group validation.
The successful candidate must have the following:
- 4-7 years of experience in stress testing/credit risk modelling, preferably within wholesale portfolio
- Proficient in SAS and R
- Degree in Statistical/Applied Mathematics/Engineering preferred
- Familiar with risk estimates, capital, provisioning and related banking regulations
If you believe you fit the requirements for the role, please click APPLY NOW or contact 6854 5620 or email to firstname.lastname@example.org for a confidential discussion.
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1769240
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