AVP/Senior Associate, Portfolio Models & Analytics - Group Portfolio Analytics, Risk Management Group

  • Competitive
  • Singapur, Singapore
  • Festanstellung, Vollzeit
  • DBS Bank Limited
  • 19 Aug 17

See job description for details


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

  • Responsible for the timely production of EC numbers to support Senior Management direction as well as attend to requests originated by business, credit, validation, auditors and regulators.
  • Ensure that timely and effective Board and Executive level reporting packages are in place, providing concise, forward-looking, and outcome-based views of performance against Risk Appetite and Risk Limits.
  • Develop and regularly review quantitative risk targets and limits, and ensure that all limit breaches are reported and escalated promptly.
  • Assist in the review and enhancement of the Risk Appetite framework, to ensure it remains relevant to changing business and market conditions, and adheres to regulatory standards and expectations.
  • Support and execute HK Pillar 1, Group ICAAP and HK ICAAP related projects pertaining to capital and stress testing.




Requirements
  • Degree in a quantitative field, including economics, finance, statistics, engineering, or the physical sciences. Advanced degree is advantageous.
  • Communication skills and team work.
  • Strong PC skills including experience with applications including the packages within MS Office Professional, e.g. MS Words, MS Excel and MS Access.
  • Working knowledge with SAS is strongly preferred.


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We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.