Credit Portfolio Stress Testing (APAC ex-Japan)

This role will lead the development and enhancement of credit risk stress testing capabilities, ensuring robust governance, and challenge of stress testing frameworks, methodologies, and outputs. The role supports management in assessing portfolio resilience and risk appetite under stressed scenarios, while contributing to the Bank's overall risk management, strategic decision-making, and regulatory compliance across the region.

In addition to technical leadership, this role is expected to provide practical guidance and knowledge sharing to team members, as relevant, and help maintain strong analytical and execution standards within the team.

Key Responsibilities

1. Credit Stress Testing & Scenario Analysis

• Lead the design, execution and enhancement of periodic and ad hoc credit stress testing exercises for regional portfolios, with a focus on top-down and bottom-up scenario analysis.
• Develop, refine and assess macroeconomic, sector-specific and idiosyncratic stress scenarios, including interest rate shocks, refinancing risk, asset value deterioration, geopolitical developments and other downside events.
• Ensure the model risk aspects, including validation, back-testing, sensitivity analysis, assumptions and limitations are documented.
• Evaluate the impact of stress scenarios on the regional portfolio, including credit quality, expected loss / credit cost, profitability, concentration and risk appetite metrics, as relevant, and provide clear recommendations to senior management.
• Take ownership of enhancing the regional credit stress testing framework, methodologies and governance standards, with a view to improving consistency, transparency, analytical depth and management usefulness.
• Monitor macroeconomic, market, industry and borrower-specific developments, including internal and external early warning signals, and assess the implications for the regional portfolio and portfolio management actions

2. Framework Enhancement & Risk Governance

• Drive enhancement of stress testing governance, including roles, responsibilities, and structured challenge processes across 1LoD / 2LoD / 3LoD.
• Establish robust frameworks covering scenario design, model lifecycle, validation, and reporting.
• Ensure stress testing outputs are integrated into risk appetite, portfolio strategy, and management decision-making.
• Work with relevant departments to align stress testing outputs with portfolio management priorities and business strategy.
• Provide practical guidance and knowledge sharing to junior team members, while maintaining strong analytical standards within the team

3. Cross-functional Collaboration & Regional Initiatives

• Collaborate with business units and relevant departments to align stress testing outputs with portfolio management priorities and business strategy.
• Partner with regional offices and relevant stakeholders to improve data inputs, methodologies, assumptions and analytical consistency across jurisdictions.Support regional credit risk management initiatives in APAC, including enhancements to portfolio management practices and stress testing capabilities.

Job Requirements :

• Bachelor's degree or equivalent in Finance, Economics, Accounting, Business or a related discipline.
• Typically 8+ years of relevant experience in credit risk management, stress testing or related functions within a financial institution.
• Strong credit risk modelling skills with good understanding of stress testing methodologies (top-down/bottom-up), banking products and corporate / institutional credit risk concepts.
• Good communication and interpersonal skills, with the ability to work closely with relevant stakeholders across functions and locations under tight timelines.
• Ability to provide independent challenge and guide the team members through practical support, constructive feedback and knowledge sharing.
• Proficiency in Python, SAS, Excel and PowerPoint; experience with data analytics or visualization tools would be an advantage.
• Fluent in written and spoken English.