1 Year Direct Contract- Counterparty Credit Risk Specialist, Risk Management

DBS Bank Limited; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A leading bank in Singapore seeks a Counterparty Credit Risk Specialist for its Risk Management Group. This role involves collaborating with various functions to enhance methodologies for measuring counterparty credit risk. The ideal candidate will possess strong analytical and programming skills, with a focus on user-acceptance testing and data analysis. Candidates are encouraged to apply and take advantage of a competitive salary and robust benefits package.

Qualifications

• Degree in Finance or a related field is essential.
• Proficient in financial data analysis and programming.
• Effective communication skills and a willingness to learn.

Responsibilities

• Perform User-Acceptance Testing for credit exposure methodologies.
• Analyze exposure profiles and model performance.
• Develop analytics tools for credit risk reporting.

Skills

Data Analysis

Programming in VBA

Python

R

Qlik

Tableau

Communication Skills

Education

Bachelor’s/Master’s Degree in Business/Data Analytics/Finance/Quantitative Finance

Tools

Excel

Bloomberg

Job description

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

Requirements

• 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

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.