AVP/VP, Credit Risk Stress Testing
|Specialisation:||Banking & Financial Services|
|Salary:||S$90000 - S$150000 per annum|
The credit risk team in a leading global bank is on the lookout for an AVP/VP Credit Risk, Stress Testing to handle the wholesale banking portfolio. This is a brand new headcount and you will be part of a dynamic and growing team.
Stress testing is becoming a very important component of several financial institutions. This role is crucial as the incumbent will be responsible for projecting baseline numbers of how the bank will look like in 3-5 years. The candidate will be automating the manual tactical solutions that are in place now and will have direct involvement filling up the various templates. Internal stakeholders will include group finance, treasury and the business. There will be close interaction with the risk analytics teams as well.
To qualify, individuals must possess the following:
- 5-10 years of experience in Bank of England or CCAR stress testing
- Exposure to wholesale/corporate banking portfolio
- Derivatives background is acceptable
- Direct experience in assuring stress test data integrity
- Strong knowledge and experience in SAS, macro programming on excel using VBA
- Strong stakeholder management skills
- Degree in Mathematics/Statistics or equivalent
If you believe you fit the requirements for the role, please click APPLY NOW or call Sumukhi at 6854 5623 for a confidential discussion. Alternatively, please drop an email to Sumukhi.Ramnath@ambition.com.sg
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980