Risk Specialist (Stress Testing / SAS / Python) Contract l $10K

Location Singapore
Discipline Information & Communications Technology
Job Reference BBBH117408_1658825016
Salary S$8000 - S$10000 per month
Consultant Name Rupa Kankariya
Consultant Email rupa.kankariya@manpower.com.sg
Consultant Contact No. 65515317
EA License No. 02C3423
Consultant Registration No. R1441955


Job Purpose
The team is responsible for both regulatory stress testing and general provisioning under IFRS9, including model development, execution, reporting and stakeholder management. This role will focus on supporting systemization initiatives by defining user requirements, conducting UAT, assessing and correcting the gaps for stress testing. Besides, the role will require knowledge of SAS and Python so that code conversion to Python is smooth.
Responsibilities

  • Provide user requirements for Stress Testing processes
  • Perform UAT for Stress Testing processes
  • Compare the results from SAS vis-a-vis the new platform and investigate/correct the gaps
  • Convert existing SAS codes to Python
  • Migrate datasets to the new platform
  • Housekeeping of data
  • Main point of contact for all data required in the team for model development or BAU


Requirement:

  • Bachelor's degree or diploma in computer science / information technology or in related majors
  • At least 4-5 years of relevant experience in Stress Testing role
  • Excellent Python, SAS and advanced programming skills
  • Good to have knowledge in Spark and Pyspark
  • Experience working with large and complex datasets
  • Basic understanding of Credit Risk, Basel, IFRS9, Stress Testing, Banking products, calculation of RWA/EL etc


Interested Applicants, please email your resume to rupa.kankariya@manpower.com.sg (R1441955), stating the position as the subject title in the email. All Applications will be handled with strict confidentiality.
Please note that your response to this advertisement and communications with us pursuant to this advertisement will constitute informed consent to the collection, use and/or disclosure of personal data by Manpower for the purpose of carrying out its business, in compliance with the relevant provisions of the Personal Data Protection Act 2012.
Rupa Kankariya
Personnel Reg No.: R1441955
EA License No.: 02C3423

Rupa Kankariya EA License No. 02C3423 Personnel Registration No. R1441955

Please note that your response to this advertisement and communications with us pursuant to this advertisement will constitute informed consent to the collection, use and/or disclosure of personal data by ManpowerGroup Singapore for the purpose of carrying out its business, in compliance with the relevant provisions of the Personal Data Protection Act 2012. To learn more about ManpowerGroup's Global Privacy Policy, please visit https://www.manpower.com.sg/privacy-policy