Key skills / knowledge:
    Has knowledge in Basel Internal Rating-based Approach (IRB) & the Standardized Approach of Credit Risk Weighted Assets (CRWA) and understanding of PD, EAD & LGD.
    At least 7 years of experience in Banking/Finance related field, familiar with products offered in banks and the CRWA treatment.
    Good command of Excel, Macro programming and SAS.  SQL will be an added advantage.

Behaviors:
    Proactive & can think out of the box.
    Pleasant personality & easily approachable (being approached).
    Able to work under tight timeline and under tremendous stress environment.

main responsibilities 

    Participate in the discussion group on Basel III Credit Risk in identifying the additional relevant fields required for Basel III CRWA computation.
    Provide advice in interpreting the Basel III CRWA requirements and how to source the required fields for CRWA computation.
    Prepare automation change request with business requirements documentation to bring in additional fields or logic changes to comply with Basel III the Standardized Approach and Internal Rating-based Approach.
    Involvement in the user acceptance testing, including designing the test scripts, test scopes and test samples.
    Perform credit RWA impact assessment as and when required.
    Knowledge on SA-CCR is an added advantage.