Seeking a talented and experienced SAS Specialist with risk domain knowledge to enhance stress testing platforms and systems for a leading global bank in Singapore.
- Bachelors degree in Computer Science, Information Technology or equivalent;
- At least 5 years of strong SAS and advanced programming skills like Python;
- Experience working with large and complex datasets and creating efficient and simple programs;
- Basic knowledge of Risk, Credit and Business Products;
- Basic understanding of Basel, MAS and HKMA supervisory requirements, including calculation of EAD / RWA / EL;
- Excellent written and verbal communication skills;
- Good team player and adept at handling pressure.
- Experience in the banking industry.
- Involved in making strategic changes and identifying areas for process improvement to enhance efficiency to Stress Test platforms and entire Credit RWA and ECL stress testing process;
- Standardizing processes and reports so as to Implement process improvements;
- Support stress test execution of Pillar 1 Credit Stress Test, IWST, SDST, ICAAP and other regulatory stress tests as per MAS and HKMA;
- Conduct in-depth analysis / deep dives of stress test results to understand trends by querying data sets;
- Participate in collaboration with technology on systemization initiatives, defining user-requirements and conducting UAT, as well as feeding into the design process;
- Use risk domain knowledge to observe the stress test results, and study the intuitiveness and integrity of the outputs.