Credit Rwa Reporting & Optimisation

Singapore, Singapore

Job Description


Credit RWA Reporting & Optimisation - (220001QE)

Credit RWA Reporting & Optimisation
Job description:


    • Implementation of Finalised Basel III Reform rules across OCBC and its various subsidiaries
    • To optimise RWA attribution and consumption through improved data quality, and migrating more of the portfolio onto IRB treatment
    • Advise business on the appropriate RWA treatment for new products and collateral in the bank's credit portfolio

Qualifications

Qualifications:

    • RWA monthly reporting and Quantitative Impact Assessment exercises
    • Familiarity with Moody's Risk Authority engine
    • Candidates without direct experience but are working in a regulatory or financial reporting role may also be considered

Primary Location: Singapore Job: Risk Portfolio Management Organization: Risk Portfolio Management Schedule: Contractual Job Posting: 08-Aug-2022, 4:56:54 AM

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Job Detail

  • Job Id
    JD1129075
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Singapore, Singapore
  • Education
    Not mentioned