VP/AVP, Stress Testing Execution and IFRS 9 Modelling, Risk Management Group

Job Description - VP/AVP, Stress Testing Execution and IFRS 9 Modelling, Risk Management Group (WD80566)

Job Description

VP/AVP, Stress Testing Execution and IFRS 9 Modelling, Risk Management Group - ( WD80566 )

Responsibilities:

• Stress Testing Execution:
  • Executing credit risk stress testing under Pillar 1, IWST, SDST, ICAAP and other MAS/HKMA regulatory requirements.
  • Conducting deep dives and trend analyses of stress test results to derive insights and highlight key risk areas. Interpreting results, and preparing comprehensive reports for internal review, management, board, and regulatory submissions
• Regulatory Compliance:
  • Ensuring models and frameworks adhere to internal and external policies and regulations, managing robust processes, and responding to regulator inquiries.
• Process Improvement:
  • Identifying opportunities for enhanci...