Stress Testing Analyst - Counterparty Credit Risk
Salary Market Aligned
Consultant Sabrina Yap (R1879576)
Date posted 20 September 20192019-09-20 2019-10-20 banking Singapore SG SGD 7000 8000 8000 MONTH Robert Walters https://www.robertwalters.com.sg https://www.robertwalters.com.sg/content/dam/robert-walters/global/images/logos/web-logos/square-logo.png
An exciting new Stress Testing Analyst - Counterparty Credit Risk job opportunity has just become available at a large financial services company in Singapore.
About the Stress Testing Analyst - Counterparty Credit Risk Role:
In this business critical role, the Stress Testing Analyst - Counterparty Credit Risk will sit within the enterprise risk team in order to enhance the delivery of counterparty credit risk stress testing on multiple levels - enterprise-wide and traded-risk levels.
- Provide analysis into the results of CCR stress testing
- Analyse the effects of changing methodologies utilised in the creation of input data and stress testing results
- Provide SME and analysis into the effects of the selection of particular stress scenarios on the expected outputs of those scenarios
- Give insight and analysis for tool enhancement deliverables in order to support the needs of CCR stress testing and reporting
- Work with internal teams to spearhead changes required
- Analyse the numbers and determine how the balance sheet will move, how the profile will move in the number of losses the bank can take
To succeed in this Stress Testing Analyst - Counterparty Credit Risk role, you will leverage your technical skills within programming as well as knowledge of financial market products to be able to provide accurate analysis of stress tests.
- Knowledge of traded products exposure under normal and stressed market conditions
- Proficient in advanced programming including VBA, advanced SAS programming, statistical modelling, analysis tools and database structuring
- Tableau experience is preferred
- Knowledge of FM products (FX, IR, Commodities, Repo)
This role sits within a large banking and financial services company out in their Changi office. As a contract role, this opportunity sits within the enterprise risk management team with four individuals.
If you are keen on this Stress Testing Analyst - Counterparty Credit Risk opportunity and further specialising within the stress testing space, this would be a great opportunity for you.
Please apply today to learn more.
Robert Walters (Singapore) Pte Ltd
ROC No.: 199706961E | EA Licence No.: 03C5451
EA Registration No.: R1879576 Sabrina Yap