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.
Maintain high standards of work and technical excellence, including the research and analysis of latest practices, interpretation of regulator guidelines, and interpretation of credit risk model policies and practices.
Lead and participate in model development for retail portfolios (including PD, LGD, EAD, application, behavior, collection models and other credit models), ensuring model efficacy and compliance with internal policies and external regulatory requirements.
Partner with Model Validation team to ensure timely and accurate validation of all models.
Proactively engage various model stakeholders, such as credit and business, and senior management for model acceptance, approval and maintenance.
Lead, mentor and coach junior staff members to enhance risk analytical capability.
Degree in any relevant field.
Minimum of 10 years' hands-on experience in the development of risk models including Basel 2 models for retail portfolios. Experience in risk models for SME portfolio will also be an added advantage.
Experience in developing decision models and strategies, as well as end to end use of models through to capital calculation will be helpful.
Good understanding of statistical / econometric / modelling theory and technical applications in the area of credit risk.
Good understanding of the Basel II Accord, MAS and HKMA Supervisory Requirements.
Good knowledge on credit and business products.
Working knowledge of SAS and Excel is essential. Knowledge in R and Python will be an added advantage.
Good communication and writing skills, and a good team player.
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: 6306313
About DBS Bank Limited
eFinancialCareers is a career site specializing in financial services.