Associate - Counterparty Credit Risk Specialist | Singapore, SG

DBS Bank Limited; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

DBS Bank Limited is seeking an Associate - Counterparty Credit Risk Specialist to join its TCRM team in Singapore. This role involves back testing, GFM approvals, data analytics, and financial reporting. Ideal candidates will possess strong analytical skills, programming expertise, and relevant educational background. Join a dynamic team at a leading bank and contribute to effective credit risk management.

Qualifications

• Bachelor's/Master's Degree required.
• Skilled in data analysis and programming.
• Knowledge of financial markets and derivatives.

Responsibilities

• Back testing and reporting initial margin (SIMM).
• Assist with GFM SFT transactional approvals and reporting.
• Enhance Business Intelligence tools for credit exposure analysis.

Skills

Data analysis

Programming

Communication

Education

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

Tools

VBA

Python

R

C#

Qlik

Tableau

Job description

Associate - Counterparty Credit Risk Specialist

Associate - Counterparty Credit Risk Specialist

Associate - Counterparty Credit Risk Specialist

Job description

This role reports to the VP, Specialist, Credit Approval, Firm-Wide 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 GFM 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

• Back testing and reporting initial margin (SIMM) in accordance with regulatory and internal guidelines.

• Assisting with GFM SFT Transactional approvals/ review of GFM SFT Collateral as well as preparation of any related management reporting.

• Assisting with Credit risk management of GFM Banking book investments and preparation of any related management reporting.

• 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

• Knowledge of financial markets and products including derivatives

• Possess effective oral and written communication skills with a strong desire to learn

We would like to remind you that eFinancialCareers is a job board and does not conduct hiring or ask for payment or any financial details as part of the job application process.

If you receive any suspicious messages claiming to be from us or a hiring company, we urge you not to click on any links and not to reply to the message itself.

Instead, please report the message to our support team at [e-mail] .

It is advisable to always verify job offers directly with the hiring company.

Boost your career

Find thousands of job opportunities by signing up to eFinancialCareers today.