Overview
Support the Portfolio Monitoring Department in analysing the resilience of the FI loan portfolio by building and running stress-test models.
Tasks Summary
- Develop an MS Excel-based stress-testing framework for modelling key portfolio risk scenarios
- Prepare base, moderate, and severe stress scenarios tailored to specific geographies and sub-sectors
- Generate analytical outputs such as impact of various scenarios on capital
- Create visual aids, tables, charts, etc. to communicate stress-test results
- Document methodology, assumptions, analysis and conclusions
Experience Requirements
Experience in financial modelling would be an advantage
Qualification Requirements
Currently enrolled in a Master’s, or PhD program in economics, accounting, finance, mathematics, statistics, or a related quantitative field