Stress Testing - Model Development

Skills/Experience Required

1. Bachelor's degree in numerate subject, e.g. mathematics/ statistics/ economics or equivalent experience; Master's degree preferred.

2. Excellent communication skills with technical (the team) and non-technical (senior entity management around the globe) counterparts; being able to "translate" between the two worlds is the major thing in the day to day work.

3. Knowledge of Retail Banking Products ( Mortgage, Credit Cards, loans and advances )

Knowledge of credit risk or basel/capital model development

4. Able to convert business needs into modeling needs. Experience on modeling tools and techniques and aware of recent advancements in the field

5.Strong Quantitative background with knowledge of economic and econometric models

6. Proven ability to produce clear summaries and reports from complex factual information, including both written documentation and graphical material

7. Good organizational, analytical, problem-solving and project management skills.

8. Preferably, familiarity with bank stress testing including loss and risk estimation techniques is preferred