Scope:
- Delivering code and testing code for Stress Testing purposes (which include MAS and BNM stress tests)
- Develop capabilities and code for RWA projection
- Provide and analyse stress testing outputs
- Work with Group on stress testing approach, ECL projection and Balance Sheet growth to be represented as part of the different exercise we run
- Develop and Review the methodology for the Vulnerable Industry (assessment metrics)
- Code for data gathering and data transformation in preparation to run stress test and sensitivity analysis (knowledge of Singapore Data Warehouse)
Requirements:
- Degree in Banking/Finance
- Prior credit risk experiences is preferred
If you meet the requirements of this role, please email a detailed resume in Word document to Chloe Tan Hui Lin. Email: [email protected]
Chloe Tan Hui Lin
CEI Registration No.: R1765524
Recruit Express Pte Ltd
EA99C4599
*All information will be treated with strictest confidence. We regret that only short-listed applicants will be notified
