About this role
About The Role:
• Key role as a business analyst on Portfolio Analytics, Risk Modelling and Regulatory Stress Testing within Risk Management Group. Solutions delivery for model implementation, regulatory stress testing (IWST, ICAAP, Pillar 1 for MAS/HKMA), stressed RWA, ECL, NPL/SP forecasting and Reports submission.
Job Responsibilities:
• Understand the Regulatory portfolio analytics, risk modelling and stress testing business requirements, writing user stories and functional specifications including test cases and expected results. • During the solutioning process to ensure solutions and design implemented are fit for purposes, long term and scalable. • Working with technology for system development in an Agile framework to explain requirements, tracking of backlog and user stories delivery. • Conduct first level user testing and tracking all known issues, and work with technology to drive resolution within sprint timelines. • Actively managing the UAT process and timelines, working with end users to explain results and issues resolution towards UAT sign off and go live deployment • Clearly documenting all steps in the project and testing results. And be able to provide timely update to stakeholders • Participate and support the coming stress testing exercise within the bank, and any other related projects.
Requirements:
• Domain knowledge on regulatory model implementation, and regulatory stress testing on corporate and retail product. • Domain knowledge on capital requirements rules on RWA or IFRS9 Expected Credit Loss (ECL) is a strong plus • Strong experience of project delivery or system implementation • Keen understanding of application solutioning and system design • Proficient in SQL and be comfortable work with systems and a large amount of data. • Python knowledge is a strong plus
Location: DBS Asia Central Job: Risk Management. Schedule: Regular Employee Status: Full time