ALM & IRRBB Risk Analyst – Regulatory Reporting

DBS Bank Ltd; Singapore; On-site; SGD 60,000 - 90,000; Full time

Job summary

DBS Bank Ltd in Singapore is seeking an able Risk Management professional to join the ALM risk team. The role focuses on reporting for IRRBB, EaR, VaR and EVE, with emphasis on data quality, regulatory disclosures and management reporting.

You will handle BAU IRRBB regulatory reporting, investigate data integrity issues, contribute to infrastructure and system configurations, and participate in technology-driven improvements and data mining projects.

Qualifications

• 2-3 years related banking experience; Preferably in Risk management, Balance sheet management, and/or Finance.
• Good understanding of Asset and Liability Risk Management.
• Knowledge of prevailing regulatory requirements on IRRBB Standard.

Responsibilities

• IRRBB BAU, Regulatory Reporting and Disclosure.
• Analysis - analyzing and investigating data integrity issues, trends and variances in exposures, results and models.
• Business analyst role in infrastructure and system configurations and projects
• Technology and innovation projects on IRRBB processes and core systems.
• Data mining study and experiments.
• Upkeep of internal documentation reporting standards & data lineage etc.

Skills

VBA

SQL

Tools

BI tools

Job description

DBS Bank Ltd in Singapore is seeking an able Risk Management professional to join the ALM risk team. The role focuses on reporting for IRRBB, EaR, VaR and EVE, with emphasis on data quality, regulatory disclosures and management reporting.

You will handle BAU IRRBB regulatory reporting, investigate data integrity issues, contribute to infrastructure and system configurations, and participate in technology-driven improvements and data mining projects.