We are looking for a Economic Capital Analyst under the Risk Management Group in the banking industry.

Mandatory Skill(s)

  • Degree in Finance, Banking, Business or related disciplines;
  • At least 3 years of relevant experience relating to Economic Capital Risk;
  • Must have strong computing skills in SAS / SQL;
  • Good knowledge and experience in working on Economic Capital models and applications;
  • Strong analytical skills and excellent verbal and written communication skills.

Desirable Skill(s)

  • Experience in Banking or Financial Services.

Responsibilities

  • Generate Economic Capital numbers for Risk Appetite reporting for the Senior Management;
  • Participate in annual Internal Capital Adequacy Assessment Process to generate Economic Capital numbers;
  • Review and update inputs and parameters into existing Economic Capital model according to existing portfolio and economic conditions;
  • Perform UAT for Economic Capital enhancements on Economic Capital application.
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