VP/AVP, Issuer & Counterparty Risk - Market & Liquidity Risk, Risk Management Group
- Singapour, Singapore
- CDI, Plein-temps
- DBS Bank Limited
- 19 janv. 18 2018-01-19
See job description for details
Risk Management Group works closely with our business partners to manage the bank’s risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.
Issuer & Counterparty Risk is responsible for establishing and maintaining a robust measurement and reporting process for Issuer & Counterparty Risk arising from Investment Bank and Private Banking. This role is to assist the department in carrying out market and counterparty risk analysis for the products.
The key responsibilities of the role are as follows:
- Develop and implement risk infrastructure related to Issuer and Counterparty Risk for all products in relevant bank-wide systems, and maintaining robust data control and reporting processes.
- Stay updated on changing regulatory.industry/market and counterparty concentration landscape to develop and implement functional CCR and Issuer Risk measurement.
- Work with other teams in RMG – MLR, RMG – Credit, RMG – Risk Infrastructure, ITT and T&M for process integration and knowledge sharing.
- Masters degree in quantitative field with strong programming skills.
- Working experience of at least 8 years in an area covering traded products and/or counterparty risk and infrastructure.
- Experience in implementing Issuer & Counterparty Risk and reporting systems.
- Experience in programming, i.e. C++/C#, VB, BI tools & technology to develop a functional and scalable infrastructure that sustains in depth analysis and overall management reporting.
- Ability to understand concerns of, and respond to various stakeholders, i.e. internal RMG stakeholders, trading desk, RM’s, Audit, etc.
- Knowledge of financial traded market products including structured products both in terms of pricing and risk of the product/market.
- Ability to work in a fast-paced environment.
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.