Senior Associate, Specialist, Model Validation, Risk Management Group Senior Associate, Specialist, Model Validation,  …

DBS Bank Limited
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 27 May 20
Competitive
DBS Bank Limited
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 27 May 20
Competitive
Senior Associate, Specialist, Model Validation, 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.

Job Purpose

The aim of the model validation team is to (1) limit the Bank's exposure to model risk by regularly validating all relevant models as mandated; (2) provide in-depth analysis and comments for Senior Management and (3) meet regulatory expectations in this regard.

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
    Outstanding quantitative skills (including working knowledge of statistical/ database languages/software such as R, Python, 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.
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