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...
Chartered. We are seeking a dynamic individual who will help to improve the management stress capabilities in the credit risk... actions that can be taken through review of Management Stress Test Results generated from Risk Stress Testing tools...
Job Category: KMBL Degree Level: Bachelor's Degree Job Description: Credit Underwriting & Risk Assessment.... Collaborate with collections and business teams to maintain asset quality. Conduct periodic reviews and stress testing...
, 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...
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...
modeling concepts, including (any combination): ▪ Options pricing, credit default, structured products, econometrics, stress... scenario creation ▪ Any combination of risk management disciplines: credit risk, market risk, operational risk, funding...