CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
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.
Support stress test execution of Pillar 1 Credit Stress Test, IWST, SDST, ICAAP and other regulatory stress tests as required by MAS and HKMA
Initial focus on non-retail portfolio EAD/RWA/EL stress test projections, with responsibilities expanding into general provisioning (i.e. IFRS9) and/or model development over time
Reproduce Bank's production RWA calculations using SAS when required for "out-of-system" runs
Generate stress test reports, including committee submissions and filling regulatory templates
Conduct in depth analysis / deep dives of stress test results by querying data sets to identify and explain trends
Explain and defend methodology, approaches and assumptions to stakeholders such as Management, Model Validation, Auditors and Regulators
Develop and propose improvements to stress test methodologies and processes
Automate / standardise processes and reports
Support systemisation initiatives by defining user-requirements and conducting UAT
Evaluate intuitiveness of stress test results
Monitor and feedback regarding model performance from in-use perspective
Assist in building analytical solutions for IFRS9 Expected Credit Loss (ECL) models and enhance the methodology when required
University graduate or post-graduate with major in Finance, Statistics or other quantitative discipline
Minimum 5-7 years of relevant experience
Solid understanding of Basel, MAS and HKMA supervisory requirements, including calculation of EAD/RWA/EL
Understanding of statistical / econometric / modelling theory and technical applications in credit risk
Knowledge of credit and business products
Excellent SAS and advanced programming skills
Experience working with large and complex datasets
Strong team player
High level of communication, writing and presentation skills
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievement
Internal Number: 6113940
About DBS Bank Limited
eFinancialCareers is a career site specializing in financial services.