Job Summary Deliver on the Credit Risk, Balance Sheet & Income Statement projections for the Enterprise-wide Stress... Testing (EST) exercises Carry out the movement analysis & write-ups for credit risk & BS/IS metrics Ensure compliance to EST...
Stress Testing[Wholesale Credit Risk] Principal responsibilities Executing Climate engine for assessment of Transition... manager. Requirements 5+ years' experience in the financial service industry which includes experience in stress testing...
Credit Risk requirements for the Enterprise-wide Stress Testing (EST) exercises across the Group Carry out the EST stress... credit risk stress testing methodology. Deliver adequate documentation on stress testing methodology subject to management...
Credit Risk requirements for the Enterprise-wide Stress Testing (EST) exercises across the Group Carry out the EST stress... credit risk stress testing methodology. Deliver adequate documentation on stress testing methodology subject to management...
Credit Risk requirements for the Enterprise-wide Stress Testing (EST) exercises across the Group Carry out the EST stress... credit risk stress testing methodology. Deliver adequate documentation on stress testing methodology subject...
Credit Risk requirements for the Enterprise-wide Stress Testing (EST) exercises across the Group Carry out the EST stress... credit risk stress testing methodology. Deliver adequate documentation on stress testing methodology subject...
), IFRS 9/ECL, and stress testing frameworks Design and implement credit scoring models leveraging alternate data sources.../ECL, and stress testing models Experience across the full credit lifecycle — application, behavioral, collections...
), IFRS 9/ECL, and stress testing frameworks Design and implement credit scoring models leveraging alternate data sources.../ECL, and stress testing models Experience across the full credit lifecycle - application, behavioral, collections...
- Risk Strategy & Policy Design - Stress Testing & Risk Containment - Loss forecasting & scenario planning - Product... Portfolio Risk Manager / Analyst will be responsible for monitoring , analysing and optimising lending portfolios...
that are used in risk management, capital calculation, stress testing etc. This includes but not limited to review of model... models that are used in risk management, capital calculation, stress testing etc. Qualitative review of model development...
, Non Traded Market Risk (NTMR), etc Understanding of regulatory stress testing scenarios including Recovery and Resolution... Consulting - Financial Services Risk Management (FSRM) - Liquidity and Treasury Services - Manager Description EY's Financial...
risk stress testing and scenario analysis approach Processes* Design and build controls for the Scenario analysis... requirements, wider stress testing and scenario analysis capabilities and existing processes, with an understanding of the climate...
/ wealth management) Support development and maintenance of underlying models to enhance credit risk stress testing... Knowledge of Wholesale and Retail Credit Risk and Stress Testing Documentation skills Working knowledge of the Group...
Develop credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the wholesale..., IFRS9, Stress Testing, ECL, etc) Experience of working in Wholesale Lending Risk Analytics will be an advantage...
Job Summary Develop credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD..., Stress Testing, ECL etc.) Experience of working in Wholesale Lending Risk Analytics will be an advantage. Software Skills...
, stress testing, sensitivity analyses Timely identification of shifts in portfolio risk profile and re-aligning risk..., performing necessary analytics such as segmentation, profiling, cut-off setting, stress testing, sensitivity analyses...
Develop credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the wholesale..., IFRS9, Stress Testing, ECL, etc) Experience of working in Wholesale Lending Risk Analytics will be an advantage...
development projects assigned by the manager for the credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement...Job Summary Support the execution of model development projects assigned by the manager for the credit risk IRB...