Market Risk Controller (Vice President / Assistant Vice President), Market & Liquidity Risk (Credit Trading), Risk Management Group recruitment
DBS is a leading financial services group in Asia, with over 200 branches across 15 markets. Headquartered and listed in Singapore, DBS is a market leader in Singapore with over four million customers and also has a growing presence in the three key Asian axes of growth, namely, Greater China, Southeast Asia and South Asia. The bank's strong capital position, as well as "AA-" and "Aa1" credit ratings that are among the highest in the Asia-Pacific region, earned it Global Finance's "Safest Bank in Asia" accolade for three consecutive years, in 2009, 2010 and 2011.
We work closely with our business partners to manage the bank’s risk exposure and to maximise returns against an acceptable risk profile.
Responsibilities
- Responsible for improving and streamlining VaR and other risk metrics
- Risk surveillance, discovery, analysis and vulnerability escalation
- Stress testing scenario design and update
- Provide direction and lend support to other teams where required
- Support / facilitate Board and Senior Management to fulfil their governance and oversight roles and responsibilities
- Investigation of breaches and large incremental changes in Sensitivity, VaR and other Risk metrics arising from system or methodology changes
- Assist in any audit related matters
Requirements
- Masters Degree in a quantitative subject or Bachelors degree with relevant working experience in the appropriate field
- Minimum 4 years work experience in a similar-sized bank or regulator or consultancy
- Prior experience in market risk quantification or reporting
- Good product knowledge of trading products, especially interest rate and credit products
Please click on "Apply online" and search for Job Ref: CRT/CMO/1110/0002
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognizes your achievements.