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Analyst/ Associate, Market & Liquidity Risk, Risk Management Group
DBS Bank Limited
January 5, 2020
Job Objective A risk controller in a team responsible for implementing and maintaining the banking book market risk control framework and processes supporting treasury and asset-liability management activities undertaken in Hong Kong.
Support the Bank's continual compliance in meeting the Interest Rate Risk in the Banking Book (IRRBB) standards in Hong Kong
Ensure banking book market risk arising from the bank's treasury and asset liability management activities are being comprehensively captured, accurately measured, regularly monitored and controlled
Provide analysis and commentaries on the key drivers affecting risk metrics / stress testing results
Support the banking book market risk team lead to work closely with the Head Office analytics team, local corporate treasury and business units to support the development, enhancement and maintenance of behavioural models/ assumptions applied in banking book market risk measurement
Participate in system User Acceptance Test ("UAT") arising from system/ risk engine changes to ensure banking book market risk remains properly captured
Prepare market risk related materials for risk oversight committee meetings (eg. Market & Liquidity Risk Committee, Risk Executive Committee and Board Risk Management Committee)
Support the adoption of group-wide market risk policies and standards in Hong Kong
Support the preparation, submission and disclosures of the regulatory IRRBB return within the prescribed timeline
Perform daily market risk reporting and limit monitoring for Hong Kong
Investigate, ensure proper corrective actions taken, and obtain and document proper approval from senior management for any limit excesses
Succinct and clear presentation materials for risk oversight committee meetings
Clear analysis and commentaries on the drivers affecting risk metrics/ stress tests testing results
Robust UAT supporting the sign-off for source system/ risk engine changes
Support the review and adoption of group-wide market risk management policies and standards in Hong Kong
Bachelor's degree holder in risk management, finance, accounting, or business discipline
Open to applications by fresh graduates or candidates with 2-3 years of experience
Relevant experience in asset-liability/ liquidity risk management or corporate treasury in a sizeable financial institution is an advantage
Strong technical skills in excel
Solid understanding of banking products
Good organizational skills
Strong quantitative background
Excellent communication, interpersonal skills and stakeholder management
A good team player, result-oriented, with initiative and strong sense of ownership
Qualified for Enhanced Competency Framework on Treasury Management (e.g. TMA core or full member) is an advantage