Senior Modelling Analyst - Stress Testing & Economic Capital - BFSI

- Only people who have expertise into CCAR modelling, DFAST modelling, stress testing shall apply.

- The Senior Modelling Analyst (Stress Testing & Economic Capital) role is a quantitative position that would contribute to building a robust suite of Credit Stress Testing, IFRS9 and Economic Capital Models to be used across various locations of Client Group.

More specifically, key expectations from this role is as follows :

- Play a key role in building Stress Test models which align with regulatory and business expectations

- Bring automation and efficiency in existing model development process

- Provide value-add analysis to bring model improvements based on stakeholder recommendations.

Financial :

- Timely analysis of stress testing, IFRS9 and economic capital data which would include retail, wholesale and macro-economic data

- Build best in class stress testing, IFRS9 and economic capital models conforming to regulatory standards

- Automate and streamline model build process in line with global standards

Customer :

- Communicate analysis and results to stakeholders

- Build collaborative relationships with client / key business partners professional bodies and industry associations

- Timely delivery of information for assigned requests to meet needs and expectation of stakeholders.

People :

- Build collaborative relationships with colleagues to enable objectives to be achieved

- Share knowledge and resources w.r.t. new methods like optimization, hazard rates etc.

Risk/compliance/behaviours :

- Ensure compliance with Audit and APRA standards

- Ensure compliance with client policies, processes, and standards.

- Anticipate risks & issues and take appropriate action.

- Maintain an up-to-date knowledge of different development principles, both internal and external in order to ensure implementation of best practice.

- Masters degree in areas of statistics, econometrics, or other quantitative disciplines

- Sound experience in one or more areas such as Stress Testing, PD/LGD modelling, Economic Capital Modelling, Loss Forecasting in large International Banks (Retail/ Wholesale)

- Excellent Communication, written and Presentation skills. Must demonstrate attention to details.

- Strong understanding of finance and the commercial environment

- Demonstrated experience with software such as SAS, SAS-IML, R, SQL

- Willingness to keep up to date with economic, seasonal and market trends.