AVP / Senior Associate, Market & Liquidity Risk (Risk Analytics), Risk Management Group

  • Competitive
  • Singapore
  • Permanent, Full time
  • DBS Bank Limited
  • 06 May 16

•Master/PhD candidate in mathematics/statistics/quantitative finance •Developing Market, Counterparty and Liquidity Risk models

DBS is a leading financial services group in Asia, with over 280 branches across 18 markets. Headquartered and listed in Singapore, DBS has a growing presence in the three key Asian axes of growth: Greater China, Southeast Asia and South Asia. The bank's capital position, as well as "AA-" and "Aa1" credit ratings, is among the highest in Asia-Pacific. DBS has been recognised for its leadership in the region, having been named “Asia’s Best Bank” by The Banker, a member of the Financial Times group, and “Best Bank in Asia-Pacific” by Global Finance. The bank has also been named “Safest Bank in Asia” by Global Finance for seven consecutive years from 2009 to 2015.

Business Function 



 



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. 





Responsibilities 









  • T&M Pricing and Greeks model validation and review

  • Developing Market, Counterparty and Liquidity Risk models

  • Asset/Liability Behaviour model development 

  • Valuation model risk discovery

  • Risk Model enhancement


 





Requirements   









  • At least 5 years relevant working/research experience.

  • Master/PhD candidate in mathematics/statistics/quantitative finance

  • Strong mathematical background 

  • Moderate programming skills (VBA, matlab, C#,  etc)

  • Basic/moderate knowledge in financial derivatives and risk management







Apply Now 





We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.