VP/AVP, Internal Auditor - Market & Liquidity Risk, Group Audit

  • Competitive
  • Singapore
  • Permanent, Full time
  • DBS Bank Limited
  • 22 Feb 18 2018-02-22

See job description for details


Business Function

Group Audit helps the Board and Executive Management meet the strategic and operational objectives of the DBS Group. We conduct independent checks to ensure that the Group’s risk and control processes are adequate and effective. All our team members are highly sought-after professionals who work as trusted advisors to our clients, in all matters related to a company’s internal controls.

Responsibilities

  • Review models and corresponding validation of Market Risk VAR models, Market Risk Pricing models, Counterparty Credit Risk models, and Liquidity Risk behavior models.
  • Review process and control of market risk (including IRRBB) and liquidity risk management including market and liquidity risk stress testing.
  • Planning the internal audit plan using risk-based approach.
  • Manage projects effectively to ensure completion within expected timeline.
  • Identify, analyse, communicate and report audit findings/recommendations clearly, accurately and objectively. Present findings to the management.
  • Implement audit-related initiatives.
  • Develop strong professional relationships within and across audit teams as well as with key stakeholders.


Requirements
  • Degree in any related field.
  • Minimum 5 years of relevant experience.
  • Experience in market risk management, liquidity risk management and enterprise-wide stress testing is advantageous.
  • Experience in developing market or liquidity risk models will be an advantage.
  • Thorough understanding of Basel II regulatory requirements and a sound understanding of Basel III are preferred.
  • Excellent presentation and written communication skills.
  • Self-motivated and results-oriented individual possessing the ability to excel under tight deadlines and be a proven team leader.


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.