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Assistant Vice President/ Senior Manager, Group Portfolio Analytics, Risk Management GroupDBS Bank Ltd
Assistant Vice President/ Senior Manager, Group Portfolio Analytics, Risk Management GroupDBS Bank Ltd
Job Highlights
  • With experience and knowledge on risk models
  • Working knowledge of SAS and Excel is essential
  • Familiar with Basel II, MAS & HKMA requirements
Job Description

DBS. Living, Breathing Asia.

 

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 nine consecutive years from 2009 to 2017.

 

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 and non-retail portfolios (including PD, LGD, EAD, application, behavior and collection models), ensuring model efficacy and compliance with internal policies and external regulatory requirements. Provide methodological ?thought leadership?
  • Actively participate and oversee the development projects from an end-to-end perspective including facilitating the model approval process and overseeing successful model implementation and performance monitoring
  • 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
  • Ensure execution excellence by having a keen eye on details and by closely monitoring the project progress
  • Materially contribute to the proper adherence to and improvement of model development & monitoring standard
  • Proactively engage the model stakeholders in an effective manner for the purpose of model development and maintenance

Requirement

  • University graduate or above in Statistics, Finance, and Economics is preferred.
  • Minimum of 5 years? experience in the development / monitoring / implementation of risk models including scorecards and/or Basel 2 models retail and non-retail portfolios, including framework for stress testing and ICAAP.       
  • Experience in risk models for corporate and private banking portfolio is an added advantage.
  • Working knowledge of SAS and Excel is essential. Knowledge in R and Python will be an added advantage
  • Experience of end to end use of models from risk management through to capital calculation is advantageous
  • Understanding of statistical / econometric / modelling theory and technical application in credit risk.  Experience in credit risk management is advantageous.
  • Good understanding of the Basel II Accord, MAS and HKMA Supervisory Requirements
  • Good knowledge on credit and business products.
  • Candidate with less experience will be considered for the role of Senior Manager.


 

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.

 

We regret only shortlisted candidates will be notified.

Additional Information
Years of Experience
9 years
Employment Type
Full Time
Company Website
Company details
See Job Description