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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.
As a core member in the team, the successful candidate will undertake the following responsibilities:
Drive priority initiatives for the department, in particular undertake research to upgrade the department's statistical tools, techniques and methodologies.
Spearhead experimentation with alternative analytics techniques (including machine learning) for benchmarking in-use credit and market risk models.
Under appropriate supervision, critically assess models developed for the purpose of risk measurement, including the assessment of inputs, assumptions and parameter estimates.
Provide well-considered documentation that clearly articulate research findings and results of model review assessment.
Contribute towards developing strong professional relationships within and across validation teams as well with model developers.
Post-graduate degree in a quantitative discipline, such as Statistics, Mathematics, Quantitative Finance, Data Analytics or equivalent
2-5 years of experience in the areas of predictive modelling in credit risk, ALM, market risk or customer analytics
Outstanding quantitative skills (including working knowledge of statistical/ programming languages such as SAS, R, Python, VBA )
Intellectual curiosity, self-motivation, innovation and love of problem-solving
Able to contribute towards team-building and team morale
Excellent communication skills (both spoken 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.
Internal Number: 5694628
About DBS Bank Limited
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