Associate/Analyst, Model Validation, Risk Management Group

  • Competitive
  • Singapore
  • Permanent, Full time
  • DBS Bank Limited
  • 20 Apr 19

Associate/Analyst, Model Validation, 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.

Responsibilities

  • Under appropriate supervision,
    • Critically assess the development and performance of market/ counterparty/liquidity risk-related models as mandated within the Bank.
    • Contribute towards the assessment of inputs, assumptions and parameter estimates relating to the validation of the market/ counterparty/liquidity risk-related models.
  • Contribute towards developing strong professional relationship within and across validation teams as well with model developers.

Requirements
  • Minimum Masters in a Quantitative field.
  • Outstanding quantitative skills (including working knowledge of statistical/ database languages/software such as SAS, R, Excel & VBA, etc. )
  • Self-motivated and a desire to learn and develop professionally
  • Contribute towards team-building and maintaining team morale
  • Reasonably good communication skills (both oral and written)
  • Ability to work in a team 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.