Assistant Vice President / Senior Associate, Group Portfolio Analytics, Risk Management Group Assistant Vice President / Senior Associate, Group  …

DBS Bank Limited
in Hong Kong
Permanent, Full time
Last application, 20 Sep 20
Competitive
DBS Bank Limited
in Hong Kong
Permanent, Full time
Last application, 20 Sep 20
Competitive
Assistant Vice President / Senior Associate, Group Portfolio Analytics, 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:
  • To Maintain 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
  • To 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
  • To 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
  • To partner with Model Validation team to ensure timely and accurate validation of all models
  • To proactively engage various model stakeholders, such as credit and business, and senior management for model acceptance, approval and maintenance
  • To ensure execution excellence by having a keen eye on details and by closely monitoring the project progress
  • To materially contribute to the proper adherence to and improvement of model development & monitoring standard
Requirements:
  • University graduate or above in Statistics, Finance and Economics is preferred
  • A minimum of 5 years of experience in supporting analytics in the development / monitoring / implementation of risk models including scorecards and/or Basel 2 models retail and non-retail portfolios. Experience in risk models for corporate and private banking portfolio also will be an added advantage
  • Experience of end to end use of models from risk management through to capital calculation is advantageous
  • Experience in credit risk management is advantageous. Work experience in machine learning modelling and languages, e.g. SAS / Python / R
  • Candidate with less experience can be considered at Senior Assoicate / Associate level

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.
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