Manager, ICAAP, Stress Testing & Recovery Planning  …

Standard Chartered Bank
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Be the first to apply
Standard Chartered Bank
in Hong Kong, Hong Kong, Hong Kong
Permanent, Full time
Be the first to apply
Standard Chartered Bank
Manager, ICAAP, Stress Testing & Recovery Planning
About Standard Chartered
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.

To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.

We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.

The Role Responsibilities

These roles will form an integral part of the Country Balance Sheet Management team, reporting to the Senior Manager, Balance Sheet Management. The key responsibilities include:-
  • Develop and maintain financial models for various stress testing exercise; implement Group's stress testing model, where applicable;
  • Define financial assumptions based on different stress scenarios and macroeconomic factors;
  • Utilise the Group's Central Solution platform, a strategic SAS based tool, to generate stress projections on both solo and consolidated basis;
  • Collaborate with various Finance teams to gather financial data to form the stress test baseline and develop stress projections;
  • Perform and analyse financial projections for P&L, Balance Sheet, Capital and Liquidity and other relevant Risk Appetite metrics;
  • Work with different Risk teams (credit, operational and market risk) to ensure financial impact of various risk types are incorporated in the stress testing projections;
  • Ensure the new capital requirements are incorporated in the forecasting model and stress testing results;
  • Co-ordinate the overall recovery plan process including assessing the credibility of management actions with the owners/analysts, work with Corporate Affairs in the Communication Plan, etc;
  • Co-ordinate the annual firedrill exercise on recovery plan;
  • Prepare presentation materials for ICAAP, Recovery Plan and Reverse Stress Test to various governance committees and Board for approval;
  • Prepare and update DOI for all required processes;
  • Perform necessary assessment and maintain the required documentation for ORF;
  • Liaise with Group's Treasury functions - Capital and RRP teams in understanding new reporting requirements;
  • Liaise with GIA or other independent reviewers upon review of different stress tests.

Our Ideal Candidate
  • Applicants should possess strong analytical and modelling skills. Prior experiences in handling stress testing tools for HKMA SDST, co-ordination of regional recovery planning and regional ICAAP a definite advantage.
  • Logical and diligent
  • Excellent analytical skills and advanced spreadsheet skills
  • Proactive working attitude
  • Adopt at working in a fast-pace and dynamic environment
  • Able to work under pressure
  • Strong communications skills
  • Team player

Apply now to join the Bank for those with big career ambitions.