AVP/ VP, Risk Analyst/Senior Risk Analyst (Provision & Capital Analytics)
- Singapore
- Director/Executive
- 5+ years
- Bachelor's degree
- Posted
Skills
Required
- Basel capital framework
- ECL provisioning requirements
- RWA
- credit stress testing
- credit RWA / counterparty credit risk
Why Join As a Risk Analyst/Senior Risk Analyst in Provision and Capital Analytics, you will be part of the team that is responsible for delivering prudent, forward-looking credit risk measurements, including regulatory capital (RWA), economic capital, expected credit loss provisions, and predictive risk analytics across macroeconomic and climate-related scenarios.
About Ocbc
As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932.
How?
By taking the time to truly understand people.
From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.
Today, we’re on a journey of transformation.
Leveraging technology and creativity to become a future-ready learning organisation.
But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia’s leading financial services partner for a sustainable future.
We invite you to build the bank of the future.
Innovate the way we deliver financial services.
Work in friendly, supportive teams.
Or simply enjoy a vibrant, future-ready career.
Your Opportunity Starts Here.
Your work will directly contribute to safeguarding the OCBC Group's financial resilience, enabling sustainable business growth, and supporting informed strategic decision-making.
A curious mindset and the confidence to challenge established processes will be essential in driving continuous improvement.
Provide advisory on RWA and ECL treatment for new products, particularly derivatives and SFTs Provide portfolio insights through comprehensive analysis of Credit RWA, economic capital and ECL Execution of bank‑wide credit stress testing, including
Pillar 1 cyclicality, ICAAP, regulatory stress tests, and event‑driven stress tests.
Good understanding of Counterparty Credit Risk (CCR) concepts, including product knowledge in derivatives and SFTs, and exposure measurement methodologies
Who we are As Singapore's longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932.
How?
- From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.
- Today, we're on a journey of transformation.
- Leveraging technology and creativity to become a future-ready learning organisation.
- But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia's leading financial services partner for a sustainable future.
- We invite you to build the bank of the future.
- Innovate the way we deliver financial services.
Responsibilities
- Conduct research on leading industry practices and keep our methodology and guidelines up to date.
Requirements
- How you succeed To succeed in this role, you will need to develop a deep understanding of the Basel capital framework and ECL provisioning requirements.
- What you do Design and implementation of credit RWA, economic capital, ECL and credit stress testing solutions.
- Who you are A degree in a relevant field, such as finance, economics, or risk management
- At least 5 years of experience in risk management, with a focus on credit RWA, economic capital, ECL, credit stress testing or counterparty credit risk.
Strong knowledge of the Basel capital framework
- Strong analytical and problem-solving skills, with the ability to think critically
- By taking the time to truly understand people.
Preferred
- You will also need to stay abreast of industry developments, emerging risks, and evolving regulatory expectations.
Benefits
- Build lasting value in your community.
- Help people grow their assets, business, and investments.
- Take your learning as far as you can.
- Work in friendly, supportive teams.
- Build lasting value in your community.
- Help people grow their assets, business, and investments.
- Take your learning as far as you can.
- Or simply enjoy a vibrant, future-ready career.
- Your Opportunity Starts Here.
- What we offer Competitive base salary.
- A suite of holistic, flexible benefits to suit every lifestyle.
- Community initiatives.
- Industry-leading learning and professional development opportunities.
- Equal opportunity.
- Fair employment.
- Selection based on ability and fit with our culture and values.
- Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.
- Competitive base salary.
- A suite of holistic, flexible benefits to suit every lifestyle.
- Community initiatives.
- Industry-leading learning and professional development opportunities.
- Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.
