Job Description:
- Delivering code and testing code for Stress Testing purposes (which include MAS and BNM stress tests)
- Develop capabilities and code for RWA projection (in collaboration with Manraj in my team)
- 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)
- Other duties assigned by Supervisor
Interested applicants, please email your resume to Jann Tan Wei Ying
Email: [email protected]
CEI Reg No: R1103708
EA Licence No: 99C4599
