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VP / AVP, Specialist, Analytics - Quantitative Analyst, Risk Management Group

5 - 7 years
Singapore
Greetings from DBS!!

Job Description


Job Description :

Business Function
Risk Management Group (RMG) isresponsible for the development and maintenance of risk management and internalcontrol frameworks. We provide independent review and challenge to business toensure that appropriate balance is considered in risk/return decisions. Inaddition, RMG is responsible for the monitoring and reporting on key riskissues of the Bank. To manage risk effectively and deliver strong financialperformance, we invest significantly in our people and infrastructure.
Responsibilities
The Model Risk and ModelImplementation team is part of Group Portfolio Analytics. The person is to be apart of a dynamic, highly-skilled team responsible for the model riskmanagement activities of internal credit risk models, including the entiresuite of Basel-compliant rating models across all asset classes and used by allcore markets of the Bank.
Principal responsibilities are:

  • Conduct regular model performance monitoring of internal credit risk models
  • Produce, maintain, and enhance interactive dashboard of model performance monitoring results
  • Perform ad hoc analysis and BAU tasks related model risk management, including running the RWA computation for retail AIRB models
  • Support in strengthening Model Risk management of internal credit risk models, including enhancing the model governance framework

  • Requirements
  • University graduate and/or post-graduate with major in Finance / Econometrics / Mathematics / Statistics or related quantitative disciplines
  • Minimum 5-7years of relevant experience in financial institutions relating credit risk models
  • Proven experience in data management and dashboard development related to credit risk
  • Strong quantitative and problem-solving skills
  • Proven knowledge in Credit Risk Models (familiarity with IRBA models a plus)
  • Good credit analysis skills
  • Well-versed in programming languages such as: Python, SAS, SQL, Qlikview, Tableau
  • Good interpersonal and communication skills
  • Strong team player
  • Able to work effectively and independently in a dynamic business environment and under pressure

  • Apply Now
    We offer a competitive salary and benefits package and the professionaladvantages of a dynamic environment that supports your development andrecognises your achievements.
    Singapore-DBS Asia Central

    About DBS

    Our PRIDE! values shape the way we do business and work with each other: Purpose-driven, Relationship-led, Innovative, Decisive, Everything Fun! While modern technology has helped to transform the banking sector, we are ultimately still a people-driven business. As we continue to expand, our goal is to embed a set of firm values into the organisation so that we can develop a distinctive DBS performance culture with PRIDE!

    A rewarding career is more than just dollars and cents – it is also about growing your capabilities and the ability to create impact. We want our 28,000 employees to Live fulfilled at DBS – to Be the Best, Be the Change and Be the Difference.

    To enable our employees to be the best that they can be, it starts with creating an inclusive environment where our people feel valued, connected and experience growth – both personally and professionally. We support employees by providing them with a comprehensive range of programmes and platforms, from flexible work arrangements, comprehensive leave benefits and exclusive banking privileges, to learning and development opportunities.

    We want to be the change and pioneer a new way of banking. Becoming a 28,000-person start-up is critical to our transformation; embrace a digital mindset and focus on the customer experience. Our leaders lead the change, inspiring employees to innovate, challenge the status quo and drive changes around the way we work. Through collaborative workspaces and experiential learning, we experiment and gain fresh perspectives, and have fun along the way.

    We create opportunities where employees can be the difference and find meaning in the work that they do – not only at an individual level, but also contribute to the communities that we live and work in. As we build a sustainable future together, we continue to shape the social landscape by being a proactive agent of change, a force for good.

    We are on a journey, one that brings us closer to a greater purpose – to be the Best Bank in the World. We look forward to what the future holds as we reimagine banking, so that you can have a lot more life, with a lot less bank.

    Live fulfilled at DBS. Right here, right now.

    Industry

    Banking/Accounting/Financial Services

    Job Category/Function

    Analytics/Business Intelligence

    Role

    Employment Type

    Full Time, Employee

     

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