Associate, Risk Analytics & Reporting, Risk Management Group Associate, Risk Analytics & Reporting, Risk  …

DBS Bank Limited
in Singapore
Permanent, Full time
Last application, 17 Jan 22
DBS Bank Limited
in Singapore
Permanent, Full time
Last application, 17 Jan 22
Associate, Risk Analytics & Reporting, Risk Management Group
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.
Job Objective
To report and monitor Risk Appetite position to Senior Management and Board
Principal Responsibilities
  • Support execution and generation of quarterly Economic Capital (EC) numbers
  • Prepare committee papers on Risk Appetite reporting to Senior Management on a quarterly basis
  • Review and refine existing reporting process to streamline and improve any data hygiene issues, including thorough testing of system changes
  • Articulate business requirements and perform conversion of processes and reports to strategic migration platform using Python as part of the SAS Replacement project
  • Understand methodology, approaches and assumptions behind EC model to stakeholders such as management, validators
Job Dimensions
  • Load and aggregate data in SAS/Python/Excel to present data by various cuts and prisms for Senior Management to make informed decisions
  • Coordinate quarterly submissions between Market, Liquidity, Country and Operational Risk in preparation for committee papers
  • Analyse and understand the changes in EC parameters primarily driven by the Basel II credit risk parameters between various time period to arrive at meaningful and concise conclusions about the portfolio changes
  • Understand infrastructure and data flow of the reporting process to articulate changes that are required to be made as part of the re-platform exercise or suggest changes to improve the process
  • Perform thorough and logical testing for system changes to verify and articulate the impact of the system change being implemented
Education and Relevant Experience
  • University graduate and/or post-graduate with major in Stastistics/Finance or related disciplines
  • Preferably 1-2 years of related industry experience in financial institutions
Functional / Technical Competencies
  • Good interpersonal skills
  • Able to follow-up independently and detail-oriented
  • Must possess strong computing skills in Python. SAS and SQL knowledge will be advantageous
  • Preferably with experience using MS Access and VBA
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.
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