Senior Associate, Quantitative Analyst - Model Risk & Model Implementation, Risk Management Group Senior Associate, Quantitative Analyst - Model  …

DBS Bank Limited
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
DBS Bank Limited
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
Senior Associate, Quantitative Analyst - Model Risk & Model Implementation, Risk Management Group
Business Function

Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.

Responsibilities

The Model Risk and Model Implementation team is part of Group Portfolio Analytics. The person is to be a part of a dynamic, highly-skilled team responsible for the model risk management activities of internal credit risk models, including the entire suite of Basel-compliant rating models across all asset classes and used by all core 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
  • Create, maintain and enhance the modelling data lake for GPA model development needs
  • Assist with enhancing the model governance framework


Requirements
  • University graduate and/or post-graduate with major in Finance / Econometrics / Mathematics / Statistics or related quantitative disciplines
  • Minimum 3 years 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 professional advantages of a dynamic environment that supports your development and recognises your achievements.
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