Responsibilities

• Investigation and analysis of daily VaR and monthly stress figure
• Investigation of backtesting exception
• Authorise limit increases
• Supporting other market risk teams in ad-hoc / periodic reports.
• Performing UATs on various system releases and patches.
• Perform regular and ad-hoc risk reporting to consumer credit management/line of business stakeholders and MIS preparation for regulatory reporting.
• Run and produce MIS for reporting on risk exposures and metrics to enable informed and strategic decision-making.
• Present MIS & data in required formats which are visual, universally understandable or easy to interpret (e.g. dashboards).
• Analyse portfolio performance to assess risks and opportunities to maximize product profitability.
• Conduct portfolio stress testing to establish portfolio risk tolerance.
• Provide UAT support for any data migration or MIS platform enhancement to ensure successful implementation.

Requirements

• Degree holder, preferably in risk management/quantitative discipline.
• Knowledge of SAS, SQL and/or Python programming with Microsoft Office.
• At least 3 years of relevant experience in financial sector.
• Relevant working experience in statistics, data analytics and/or project management.

Aaron Tan Mok Yee EA License No.: 02C3423 Personnel Registration No.: R22109226

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