Quantitative Data Analyst/Manager

Quantitative Data Analyst/Manager – Economic Capital Singapore
Job description Data management, systems development and quantitative analysis within the bank’s Economic Capital function
Job responsibilities
o Manage the process of extracting data across the Bank for use in Credit Economic Capital computation
o Manage the execution of the Economic Capital engine using the Moody’s KMV Risk Frontier system
o Analysis economic capital results to determine risk implications and communicate with senior management
o Business analysis and project management for the implementation of improvements to the economic capital system
o Over time, the candidate will develop a very strong understanding of economic capital and other modern risk measurement techniques
o The role will involve frequent interaction with business stakeholders on a high profile initiative Experience required Academic and professional background:
o At least 5 years experience in banking within a risk, finance or marking analytics function
o Strong academic background with Bachelors in a numerate subject (Maths, Natural sciences, Finance / Business, Engineering etc), a relevant masters degree would be a plus
o Good SAS and database management skills
o Good process improvement and process control skills Interpersonal skills:
o Strong verbal & written skills
o Work under pressure with high accuracy
o Initiative, creativity and problem solving
o Well organized self starter
o Rapid learner with strong interest in risk management .
Very Attractive salary
recruit@mpdgroupmail.com