VP / AVP, Data Scientist (READ), Risk Management Group VP / AVP, Data Scientist (READ), Risk Management  …

DBS Bank Limited
in Singapore
Permanent, Full time
Be the first to apply
Competitive
DBS Bank Limited
in Singapore
Permanent, Full time
Be the first to apply
Competitive
VP / AVP, Data Scientist (READ), Risk Management Group

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.

Key Accountabilities
1. Support GPA in Credit Analytics Industrialisation (CAI) Initiative
  • Migrate the codes used in Crane XGBoost model, network propagation and overlay function from R to Python. This is to meet the ADA requirement in CAI
  • Prototype a DDOM control tower for performance monitoring using SG-SME model
2. Support CFRM in AI/ML Exploration
  • Develop a DDOM control tower for Credit Fraud - KPI, KRI, early warning signal, action
  • Collaborate with GBG vendor to develop the Missed Fraud and False Positives ML models in Instinct Hub Intelligence Center
  • Explore SG credit card transaction behaviour for potential delinquencies
  • Prototype to use Network Graph in ID credit card data to identify Fraud Ring
3. Explore Graph DB and Knowledge Graph for Risk monitoring
  • Use customer KG to uncover hidden relationships between non-performing entities and other entities through shareholding, household, employment and social, buyer-supplier, industry and peer relationships through visual analysis
  • Future application may include estimation of network link score
4. Support MLR in LCR Report Movement Analyzer
  • Use AI/ML to track and gain deeper insights on daily variance of LCR results and corresponding drivers

Responsibilities
  • Collaborate with RMG units, Technology teams and vendors to evaluate and access data sources
  • Undertake pre-processing of structured data
  • Manipulate data to discover trends and patterns
  • Present information using data visualization techniques
  • Build predictive models using ensemble tree-based algorithms or appropriate ML techniques
  • Reports to READ Team Head
  • Work closely with data engineer to study and construct data for network analysis
  • Work closely with fellow data scientists to build and construct network graphs
  • Support DDOM exercises in RMG units

Requirements
  • Experience in data modelling and analysing complex data sets
  • Experience in ML programming using Python and/or Java
  • Knowledge in data visualisation using Superset and/or Plotly
  • Background in Computer Science, Data Science, Maths and/or Statistics
  • Ability to work well as team, contributes postively and constructively towards achieving the vision of the department.

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.
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