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.
To evaluate, monitor and analyse market risks in Treasury and Market business.
Market risk control, including limit setting and review, investigation of limit breaches, analysis of risk profiles, NPA (new product approval) review and design of new risk reports and risk analysis tools for new products/models.
To keep abreast of regulatory developments, and to ensure full compliance with regulatory requirements and internal risk management policies.
To report market risk exposures to senior management in clear and concise language.
To handle project assignments to improve risk metrics, perform UAT tests on new products or models and system upgrade or migration.
Master's Degree in a quantitative subject (e.g. Applied Mathematics, Physics, Engineering, Quantitative Finance) preferred.
Minimum 5 years of relevant experience in market risk, quantitative analytics, structuring or trading in banking industry.
Strong knowledge of trading products including derivatives and structured products. Solid understanding of derivatives pricing models and the risk profiles, and various market risk measures including Greeks, VaR, RNIV, stress testing, etc.
Exposure to more than one asset class including Rates, Credit, FX and Equity. Experience in market risk management for structured products would be an advantage.
Proven track record in handling project management to streamline and optimize operational processes. Experience in managing stakeholders including front office business units and IT department in gathering inputs and system requirements.
Strong interpersonal skills. Expected to build a strong working relationship with traders and other supporting functions such as Finance, Quant, Reporting Team and IT.
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: 6474136
About DBS Bank Limited
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