GCG - Risk Analyst
- Primary Location: Singapore,Singapore,Singapore
- Education: Bachelor's Degree
- Job Function: Risk Management
- Schedule: Full-time
- Shift: Day Job
- Employee Status: Regular
- Travel Time: No
- Job ID: 17036022
The requested role is within the Singapore Consumer Risk Management Team, which specializes in providing Bankcard, Ready Credit, Mortgage, Auto and Investment Lending to Individual Customers in Singapore.
This role is responsible for the stress testing exercises within the Consumer Risk Management Team. This includes CCAR stress testing, ICAAP stress testing, IWST stress testing and any other Ad hoc stress testing exercise that the department may require. This also includes development of loss forecasting models together with the global team.
The incumbent will focus on data handling for loss forecasting model development project for unsecured products of bankcards and ready credit. He/she will be responsible for completion of data profiling with the project team.
Also, the incumbent will co-ordinate the annual and semi-annual CCAR stress testing exercises across all products for Consumer Risk Management. This is also part of the mandate to submit Comprehensive Capital Analysis and Review (CCAR) data with traceability.
This activity is both critical and priority for the organization and to be delivered within challenging timeline.
While part of the unsecured team, the Basel and CCAR Analyst will work closely with the entire Risk Management team in country and also the Regional Consumer Risk Management Team.
The position will report to the Consumer Model Risk Manager.
- Ensure accuracy of data definition, mapping and standardization in compliance with global guidelines for unsecured products
- Ensure comprehensive User Acceptance Testing (UAT) of data field and outputs from the new infrastructure during and after transfer as part of the project maintaining adequate documentation for future references
- Program coding, Data field understanding and field validation, account level survival stress testing model data request, documentation, reconciliation and investigation
- Complete and review Model Development Document Template (MDDT) for the loss forecasting models Ensure that the models are reviewed and approved annually with the stipulated timelines
- Work closely with senor risk managers and analysts to ensure all requirements and standards are in line with the requirements
- Formulate and execute country specific stress testing exercises
- Ideal candidate should be a degree holder with 2-3 years of work experience
- Good Knowledge of SAS and databases is a pre-requisite
- Prior experience in handling regulatory reporting and system/product knowledge is desirable
- Good communication skill (verbal and written) and able to articulate point of view and interact well with cross country teams, technology, regional risk management
- Strong team player and hard working
- Driven with passion to deliver project within timeline