Senior Associate/Associate, Risk Appetite Analytics - Economic Capital for ICAAP, Risk Management Gr

Business Function

Risk Management Group works closely with our business partners to manage the bank's risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.

Responsibilities

• Generate Economic Capital (EC) figures incorporating forward projections and stressed macro variables as part of the Internal Capital Adequacy Assessment Process (ICAAP) for Group.
• Calculate concentration capital add-on for subsidiaries' ICAAP.
• Prepare committee papers on EC results and capital add-on to Senior Management.
• Liaise with auditors and model validation to ensure sound implementation of methodology and processes.
• Understand methodology, approaches and assumptions behind EC model to be able to articulate to stakeholders such as management, validators.
• Identify areas of automation in the ICAAP process and collaborate with respective infrastructure teams to implement a smooth end-to-end process.

Requirements

• Preferably 3-4 years of working experience in a banking environment.
• Good interpersonal skills.
• Able to follow-up independently and detail-oriented.
• Must possess strong computing skills in Python/Pysparks.
• Preferably with experience using MS Access.

Apply Now

We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.