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Job Summary

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Deliver on the Credit Risk, Balance Sheet & Income Statement projections for the Enterprise-wide Stress Testing (EST) exercises
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Carry out the movement analysis & write-ups for credit risk & BS/IS metrics
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Ensure compliance to EST procedures, methodologies, and controls.
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Manage all governance related aspects of the execution of stress testing
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Drive process improvements and best practices for more efficiency and productivity
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Support development and maintenance of underlying models to enhance stress testing methodology.
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Deliver adequate documentation on stress testing methodology subject to management, model validation, audit & regulatory scrutiny.
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Deliver o...