int(6348)
Singapore, Singapore

VP – Liquidity Risk Management

This role reports directly to the Group Head of Stress Testing team. Key role in developing, maintaining, enhancing, and executing the stress test models in relation to Capital Requirements in the Bank.

Please contact Vanessa Lam on +65 6850 7206 or email your cv directly in word format with job reference no. Jo0000003965 to banking-SG@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

EA Licence : 16S8131

Recruiter Licence : R1328559

 

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Key responsibilities

  • Execution of the stress test models for balance sheet equity and capital requirements.
  • Development of modelling methodology and drivers for projections.
  • Build automation of data extraction and model projection capabilities
  • Participation in analytics, regulatory reporting, and change initiatives.
  • Working closely with the other teams for any other miscellaneous capital and liquidity projects.

Role requirements

  • Degree qualified in a numerate discipline (e.g. statistics, economics, mathematics or financial engineering)
  • Strong stress testing balance sheet and modelling skills is desirable
  • Familiar with capital concepts like CET1/MREL/Leverage/ and Capital requirements
  • Strong SAS knowledge and SQL would be an advantage