SVP, Team Lead/Specialist, Stress Testing & Tech Initiatives SVP, Team Lead/Specialist, Stress Testing & Tech  …

DBS Bank Limited
in Singapore
Permanent, Full time
Be the first to apply
DBS Bank Limited
in Singapore
Permanent, Full time
Be the first to apply
SVP, Team Lead/Specialist, Stress Testing & Tech Initiatives
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.
The team is responsible for both regulatory stress testing and general provisioning under IFRS9, including model development, execution, and reporting. The role will give the candidate the unique opportunity to have visibility over the Bank's Credit risk models, stress testing engines, stress test methodologies and ECL models, alongside a high visibility from the management.

  • Oversee the team's journey from SAS to open source platforms such as Python
  • Take a lead in systemisation initiatives currently underway, which are focussed on the re-platforming of the RWA & ECL Stress Testing processes. The candidate will need to have a holistic view of the re-platforming roadmap and will also lead the team in defining user-requirements and conducting UAT
  • Act as an SME on technical matters affecting the team and prepare presentations to senior stakeholders on tech initiatives
  • Active planning for the team in terms of yearly KPIs, involvement in initiatives and process enhancements
  • Oversee scenario development activities covering bank-wide Stress Tests including the Internal Capital Adequacy Assessment Process (ICAAP) and regulatory Pillar 1 exercises, while also focusing on effective and wider stakeholder management, coordination and planning for stress testing exercises
  • Implement code enhancements in SAS, eventually moving to open-source programming such as Python, R, etc.
  • Automate / standardise processes and reports
  • High level of communication, writing and presentation skills
  • Strong Stakeholder Management and organisational skills
  • Technical aptitude, including understanding of data science concepts and tools (e.g. Hadoop, Spark, Python)
  • Experience of User Acceptance Testing and requirements gathering
  • Excellent SAS programming skills (3+ Years)
  • Python experience (1+ Years) is advantageous
  • Prior experience in a stress testing or IFRS9 role
  • Experience working with large and complex datasets
  • Solid understanding of Basel IRB models, ST and/ or IFRS9 models required
  • Strong team player
  • University graduate or post-graduate with major in Economics, Finance, Statistics or other quantitative discipline
  • Minimum 10+ years of relevant experience in areas described above
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We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.
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