1 Year Direct Contract- Counterparty Credit Risk Specialist, Risk Management - ref. e16634403
1 Year Direct Contract- Counterparty Credit Risk Specialist, Risk Management Group - (WD73828)
Business Function
Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions.In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.
Job Description
This role reports to the Head of the internal Pre-settlement Credit Exposure (“PCE”) team within the broader Traded Credit Risk Methods (“TCRM”) team, which is responsible for establishing and maintaining a robust measurement and reporting process for counterparty credit risk across internal, regulatory and customer credit risks.TCRM collaborates widely with other functions such as Sales & Trading, Credit, Finance, Legal, Technology, Operations to ensure accurate and timely measurement of counterparty credit risk in DBS to achieve win-win outcomes and sustainable returns as a bank.
Responsibilities- User-Acceptance Testing of changes in system implementation of exposure quantification methodologies and related enhancements
- Reporting, investigation, and analysis in multiple contexts e.g., measurement of methodology deficiencies in system, exposure profile change analysis, model performance monitoring etc.
- Enhancement or creation of Business Intelligence / analytics tools for measurement, analysis, and reporting of credit exposures
- Process / workflow improvement, automation, and data analytics via Excel, VBA, Bloomberg, Qlik etc.
- Preparation of Reports / Presentations on material relating to internal credit exposure and related topics
- Bachelor’s/Master’s Degree in Business/Data Analytics/Finance/Quantitative Finance
- Skilled in data analysis and programming e.g., VBA, Python, R, C#, Qlik, Tableau
- Basic knowledge of financial markets and products including derivatives
- Possess effective oral and written communication skills with a strong desire to learn
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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.