AVP / Senior Associate, Model Development (Group Portfolio Analytics), Risk Management Group

  • Competitive
  • Singapore
  • Permanent, Full time
  • DBS Bank Limited
  • 04 Aug 16

We are hiring for professional who has more than 3 years in the development of internal rating involving in PD, LGD and EAD for Model Development team

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 







  • Developing of Basel-compliant rating models ( wholesale / retail), including the writing of development documentation and functional specification

  • Maintaining existing rating models in terms of monitoring, ad hoc analysis and other BAU tasks

  • Assist with the model implementation and model governance framework

  • Model development for the bank’s core markets

  • Ensure successful implementation and approval of the rating model







Requirements   







  • University graduate or post-graduate with major in Finance / Econometrics / Mathematics / Statistics or related quantitative disciplines.

  • Minimum 3 years of relevant experience in the development of internal rating models involving PD, LGD, and EAD

  • Strong analytical, numerical, and problem solving skills

  • Proven knowledge in the development of internal credit rating models (PD, EAD and LGD)

  • Well-versed in using programming languages such as: SAS, SQL, Microsoft Access, Microsoft Visual Basic

  • Good interpersonal and communication skills

  • Strong team player

  • Able to work effectively and independently in a dynamic business environment and under pressure

  • Credit analysis skills a plus







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.