VP AVP Market Risk Controller Risk Management Group
DBS Bank Ltd
Singapore, Singapore, in
5d ago
source : Ecadoo

VP AVP Market Risk Controller Risk Management Group WD07799 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 Responsibilities To evaluate monitor and analyse market risks in Treasury and Market business Market risk control including limit setting and review investigation of limit breaches analysis of risk profiles NPA new product approval review and design of new risk reports and risk analysis tools for new products models To keep abreast of regulatory developments and to ensure full compliance with regulatory requirements and internal risk management policies To report market risk exposures to senior management in clear and concise language To handle project assignments to improve risk metrics perform UAT tests on new products or models and system upgrade or migration Requirements Masters Degree in a quantitative subject e g Applied Mathematics Physics Engineering Quantitative Finance preferred Minimum 5 years of relevant experience in market risk quantitative analytics structuring or trading in banking industry Strong knowledge of trading products including derivatives and structured products Solid understanding of derivatives pricing models and the risk profiles and various market risk measures including Greeks VaR RNIV stress testing etc Exposure to more than one asset class including Rates Credit FX and Equity Experience in market risk management for structured products would be an advantage Proven track record in handling project management to streamline and optimize operational processes Experience in managing stakeholders including front office business units and IT department in gathering inputs and system requirements Strong interpersonal skills Expected to build a strong working relationship with traders and other supporting functions such as Finance Quant Reporting Team and

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