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VP/AVP, Model Development - Group Portfolio Analytics, Risk Management Group

Keywords / Skills : VP/AVP, Model Development - Group Portfolio Analytics, Risk Management Group

Posted: 2018-07-11

Industry
Banking/ Financial Services
Function
Banking, Insurance & Financial Services
Role
Other BFSI
Posted On
11th Jul 2018
Job Ref code
69724777
Job Description

Help us keep our risk in check through modelling
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, investment and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure. 
As a Model Development, Group Portfolio Analytics, with Asia’s best bank, you will develop and implement risk management models. 
Responsibilities
  • Maintaining high standards of work and technical excellence, including the research and analysis of latest practices, interpretation of regulator guidelines, and interpretation of credit risk model policies and practices
  • Lead and participate in model development for retail portfolios (including PD, LGD, EAD, application, behavior and collection models), ensuring model efficacy and compliance with internal policies and external regulatory requirements 
  • Partner with Model Validation team to ensure timely and accurate validation of all models
  • Proactively engage various model stakeholders, such as credit and business, and senior management for model acceptance, approval and maintenance 
  • Mentor and coach junior staff members to enhance risk analytical capability 
Requirements
  • Degree with at least 6+ years of experience in the development of risk models including Basel 2 models for retail portfolios. Experience in risk models for SME portfolio also will be an added advantage
  • Experience in developing decision models and strategies will be helpful
  • Experience of end to end use of models through to capital calculation helpful
  • Understanding of statistical / econometric / modelling theory and technical applications in the area of credit risk
  • Good understanding of the Basel II Accord, MAS and HKMA Supervisory Requirements
  • Good knowledge on credit and business products. 
  • Good Communication and writing skills
  • A Good Team Player
  • Working knowledge of SAS and Excel is essential. Knowledge in R and Python will be an added advantage
 
What we offer
You can expect a competitive salary, a 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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