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AVP/Senior Associate, Model Validation, Risk Management Group
DBS Bank Limited
January 9, 2018
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.
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.
The key responsibilities of this role are as follows:
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 as with model developers.
Degree in any relevant discipline.
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.
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.