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AVP/ Senior Associate, Specialist, Market & Liquidity Risk, Risk Management Group
DBS Bank Limited
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AVP/ Senior Associate, Specialist, Market & Liquidity Risk, Risk Management Group

DBS Bank Limited

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Details
Posted:
February 16, 2021
Location:
Singapore, Singapore
Salary:
Open
Type:
Full Time
Job Purpose
Traded Credit Risk Methods (TCRM) is responsible for establishing and maintaining a robust measurement and reporting process for Counterparty Credit Risk measurement of traded products for internal credit risk, customer credit risk and regulatory credit risk. The scope covers credit exposure from traded products arising from Investment Bank, Private and Consumer businesses within DBS. This role is to assist the department in carrying out analysis of traded products and related counterparty risk computation that are used to calculate Credit RWA/ROAE including XVAs.
Key Accountabilities
  • Developing and implementing risk infrastructure related to Traded Credit Risk Methods for all products in relevant bank-wide systems, and maintaining robust data control and reporting processes.
  • Staying updated on changing regulatory (local regulators and BASEL)/ industry/market and counterparty concentration landscape to develop and implement functional CCR and Traded Risk measurement including XVAs.
  • Work with other teams in RMG - MLR, RMG - Credit, RMG - READ, Finance, ITT and T&M for process integration and knowledge sharing.
Job Responsibilities
  • To work with the TCRM and other teams to deliver on the Key Accountabilities above.
  • Experience in Murex, MLC and/or other equivalent system for pricing/counterparty level attributes.
  • Expertise in Python/Java/C#/C++, BI tools & technology to develop a functional and scalable infrastructure that sustains in depth analysis and overall management reporting.
  • Knowledge of financial traded market products including structured products in terms of pricing/risk/PFE of the product/market and related exposure impact for the counterparty/XVAs.
  • Ability to understand concerns of, and respond to various stakeholders i.e. Front Office Desk/Traders, TCRM, MLR, Finance, T&M Ops, RMG - READ, BMS, Audit etc.
  • Working experience ideally in an area covering traded products and/or counterparty risk and infrastructure.
Requirements
Master's degree in quantitative field with strong programming skills
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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: 10244615
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