VP, Stress Testing & IFRS 9 Modelling Leader

DBS; Singapore; On-site; SGD 100,000 - 140,000; Full time

Job summary

A leading financial institution in Singapore is seeking a VP/AVP for Stress Testing Execution and IFRS 9 Modelling within the Risk Management Group. This role involves executing credit risk stress tests, ensuring compliance with regulatory requirements, and collaborating with various internal teams. Candidates should have a strong background in finance, quantitative analysis, and experience with IFRS 9 models. The position offers a competitive salary and benefits, supporting professional development in a dynamic environment.

Benefits

Competitive salary

Benefits package

Professional development support

Qualifications

• Minimum 5 years of relevant experience in finance, risk management, or data analysis.
• Experience in developing IFRS 9 and stress testing models (PD, LGD, EAD).
• Strong quantitative and analytical skills and attention to detail.

Responsibilities

• Execute credit risk stress testing under regulatory requirements.
• Ensure models adhere to internal and external regulations.
• Identify opportunities for enhancing processes and controls.
• Explain methodologies and results to key stakeholders.

Skills

Python

SQL

Pyspark

Quantitative analysis

Data analysis

Financial modeling

Education

University degree in Finance, Statistics, Mathematics, Economics

Tools

Statistical modeling tools

Job description

A leading financial institution in Singapore is seeking a VP/AVP for Stress Testing Execution and IFRS 9 Modelling within the Risk Management Group. This role involves executing credit risk stress tests, ensuring compliance with regulatory requirements, and collaborating with various internal teams. Candidates should have a strong background in finance, quantitative analysis, and experience with IFRS 9 models. The position offers a competitive salary and benefits, supporting professional development in a dynamic environment.