- Basel II
- Credit Risk
- Microsoft Excel
- Risk Management
- SAS (Statistical Software)
- Stress testing
Vice President/ Assistant Vice President, Group Portfolio Analytics, 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 nine consecutive years from 2009 to 2017.
- Maintaining high standards of work and technical excellence, including the research and analysis of latest practices, interpretation of regulator guidelines, and interpretation of credit risk model policies and practices
- Lead and participate in model development for retail and non-retail portfolios (including PD, LGD, EAD, application, behavior and collection models), ensuring model efficacy and compliance with internal policies and external regulatory requirements. Provide methodological “thought leadership”
- Actively participate and oversee the development projects from an end-to-end perspective including facilitating the model approval process and overseeing successful model implementation and performance monitoring
- Partner with Model Validation team to ensure timely and accurate validation of all models
- Proactively engage various model stakeholders, such as credit and business, and senior management for model acceptance, approval and maintenance
- Mentor and coach junior staff members to enhance risk analytical capability
- Ensure execution excellence by having a keen eye on details and by closely monitoring the project progress
- Materially contribute to the proper adherence to and improvement of model development & monitoring standard
- Proactively engage the model stakeholders in an effective manner for the purpose of model development and maintenance
- University graduate or above in Statistics, Finance, and Economics is preferred.
- Minimum of 9 years’ hands-on experience in the development / monitoring / implementation of risk models including scorecards and/or Basel 2 models retail and non-retail portfolios, including framework for stress testing and ICAAP. Experience in risk models for corporate and private banking portfolio also will be an added advantage.
- Working knowledge of SAS and Excel is essential. Knowledge in R and Python will be an added advantage
- Experience of end to end use of models from risk management through to capital calculation is advantageous
- Understanding of statistical / econometric / modelling theory and technical application in credit risk. Experience in credit risk management is advantageous.
- Good understanding of the Basel II Accord, MAS and HKMA Supervisory Requirements
- Good knowledge on credit and business products.
- Good Communication and writing skills
- Candidate with less experience will be considered for the role of Assistant Vice President
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||Senior (6-10 years)|