- Asset Liability Management
- Financial Risk
- Liquidity Risk
- Market Risk
- Risk Management
- Risk Reporting
- Stakeholder Management
Assistant Vice President, Market & Liquidity Risk, Risk Management Group
Location: Hong Kong
DBS. Living, Breathing Asia.
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 eight consecutive years from 2009 to 2017.
- Support the Bank’s preparation and continual compliance in meeting the forthcoming Interest Rate Risk in the Banking Book (IRRBB) standards in Hong Kong
- Ensure banking book market risk arising from the bank’s treasury and asset liability management activities are being comprehensively captured, accurately measured and prudently controlled
- Work closely with the Head Office analytics team and act as the bridge with local corporate treasury and business units to support the development, enhancement and maintenance of behavioural models applied in banking book market risk measurement
- Obtain competence in risk reporting systems relevant to banking book market risk management, and participate in system User Acceptance Test (“UAT”) that have downstream impact on market risk reporting systems
- Prepare market risk related materials for risk oversight committee meetings (eg. Market & Liquidity Risk Comittee, Risk Executive Committee and Board Risk Management Committee)
- Support the adoption of group-wide market risk policies and standards in Hong Kong
- Bachelor’s degree (preferably a Master’s Degree) holder in finance, business or quantitative field
- Financial Risk Manager (FRM) / Chartered Financial Analyst (CFA) designation or qualification under the Enhanced Competency Framework on Treasury Management (e.g. TMA core or full member) are advantages
- Minimum 5 years’ relevant experience in market risk management or corporate treasury in a sizeable financial institution
- Sound knowledge on Asset Liability Management and IRRBB standards implementation
- Good organizational skills
- Good knowledge of banking products, including treasury and derivatives products
- Strong quantitative background and familiarity with financial risk systems, e.g. QRM
- Excellent communication, interpersonal skills and stakeholder management
- A good team player, result-oriented, with strong sense of ownership
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.
We regret only shortlisted candidates will be notified.
|Career Level||Intermediate (3-6 years)|
|Qualification||Certified Financial Risk Manager (FRM), CFA Level III / CFA Charterholder|