VP/AVP, Counterparty Risk Manager ( RMG - Market & Liquidity Risk), Risk Management Group

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

Looking for professionals with more than 7 years in relevant field, Quantitative background will be added advantage. Strong ability to build out issuer and counterparty risk framework for all traded product. Require strong traded product knowledge.

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 and managing PFE/independent amount/margin framework related to Counterparty exposure for all traded products across DBS group (Treasury & Markets, CBG including Wealth Management, Commercial Banking and Vickers businesses)

  • Be instrumental in delivering key regulatory initiatives related to counterparty risk i.e. SA-CCR, CCP risk, Margining Reform, CVA, IMM, collateral optimization etc. 

  • Work with various teams in Risk Management Group for process integration and methodology implementation


 





Requirements   









  • Degree holder, preferably with quantitative background

  • More than 7 years of experience in traded product structuring with strong business sense in market and counterparty risk 

  • Experience in implementing Issuer & Counterparty risk methodology and reporting systems

  • Expertise in PFE, CVA, regulatory developments across counterparty and market risk

  • Experience with client segments i.e. hedge funds, private clients, CCP’s

  • Ability to run a project, understand concerns of, and respond to various stakeholders i.e. ICR, Market Risk, Credit Risk, trading desk, Audit, regulators etc  


 





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.