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AVP, Model Development (Wholesale) - Group Portfolio Analytics, Risk Management Group

Keywords / Skills : AVP, Model Development (Wholesale) - Group Portfolio Analytics, Risk Management Group

5 - 8 years
Posted: 2018-07-11

Banking/ Financial Services
Banking, Insurance & Financial Services
Other BFSI
Posted On
11th Jul 2018
Job Ref code
Job Description

Business Function 
Risk Management Group works closely with our business partners to manage the bank’s risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.  Responsibilities 
  • Participate in Credit Risk model development for the bank’s wholesale portfolios (including PD, LGD, EAD and stress testing models), covering asset classes of corporate, SMEs, financial institutions, and sovereigns.
  • Assist in development projects from an end-to-end perspective including model monitoring and model implementation.
  • Help to ensure execution excellence by avoiding/eliminating hygiene-related problems.
  • Adhere to model development and monitoring standards.
  • Maintain high quality and timely delivery of the assigned BAU and ad-hoc tasks.
  • Meet individual training objectives to further career development.
  • Degree in Financial Engineering, Statistics, Analytics, Mathematics or Computational Finance.
  • At least 5 years of hands-on relevant experience.
  • Experience in development and/or validation of PD, LGD and/or EAD models, including framework for back-testing and stress testing.
  • Experience in developing decision models and strategies.
  • Experience of end to end use of models through to capital computation.
  • Understanding of statistical/ econometric/ mathematical modelling and technical applications in the area of credit risk.
  • Proficient in SAS programming.
  • Knowledge on credit and business products.
  • Good communication and writing skills.
  • Team player. 
Apply Now 
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.

About Company

DBS is a leading financial services group in Asia, with over 280 branches across 18 markets. Headquartered and listed in Singapore, DBS has a growing presence in the three key Asian axes of growth: Greater China, Southeast Asia and South Asia. The bank's capital position, as well as "AA-" and "Aa1" credit ratings, is among the highest in Asia-Pacific. DBS has been recognised for its leadership in the region, having been named “Asia's Best Bank” by The Banker, a member of the Financial Times group, and “Best Bank in Asia-Pacific” by Global Finance. The bank has also been named “Safest Bank in Asia” by Global Finance for seven consecutive years from 2009 to 2015.

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