We are looking for a Economic Capital Analyst under the Risk Management Group in the banking industry.
- 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.
- Experience in Banking or Financial Services.
- 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.