Financial Economist (Short Term Consultant Assignment)

GXS is looking for a Financial Economist experienced in the use of macroeconomic variables ranging from national income data, prices, labour, employment rate, interest rate etc relating to Singapore and Malaysia.

The role will support in building hypothetical macro-financial scenarios (baseline and stress) and derive key variables that will be used in forward-looking loan loss reserve, capital projection models that contribute in implementing Internal Capital Adequacy Assessment Process (ICAAP) under Basel II.

The candidate must have experience in building small-scale scenario models (baseline and stress), author and maintain model documentations, suggest model enhancements as needed with full ownership of the modelling process.

This is a short term consultancy assignment (approx 150-250 hours) which we may extend / rollover based on performance and business needs.