Senior AVP, Model Validation & Risk Analytics

DBS Bank; Singapore; On-site; SGD 90,000 - 150,000; Full time

Job summary

DBS Bank is seeking an Analytics professional to perform independent validation of financial models, including AIML, credit risk, and market risk. You will assess inputs, assumptions, and empirical performance while collaborating with developers and risk managers to ensure regulatory compliance.

The role requires 3–5 years of experience, strong programming (PySpark, Python), and knowledge of ML techniques and regulatory guidance such as MAS 637 and FEAT. Based in DBS Asia Central, Singapore.

Qualifications

• Degree in a quantitative discipline is preferred.
• 3–5 years of experience in a related area.
• Outstanding quantitative and programming skills (e.g. PySpark, Python).
• Strong knowledge of statistical analysis, econometrics, ML techniques, and LLMs.
• Understanding of model risk regulatory requirements (MAS 637, FEAT).
• Self-motivated with a desire to learn and develop.

Responsibilities

• Conduct independent validation of models (including AIML, credit risk, market risk).
• Assess inputs, assumptions, and empirical performance of models.
• Collaborate with model developers and risk managers to understand purposes.

Skills

Quantitative analysis

PySpark

Python

Statistics

Machine learning

Regulatory knowledge

Communication skills

Team collaboration

Education

Bachelor's in Statistics/Mathematics/Quantitative Finance/Data Analytics

Tools

Python

SQL

PySpark

Job description

DBS Bank is seeking an Analytics professional to perform independent validation of financial models, including AIML, credit risk, and market risk. You will assess inputs, assumptions, and empirical performance while collaborating with developers and risk managers to ensure regulatory compliance.

The role requires 3–5 years of experience, strong programming (PySpark, Python), and knowledge of ML techniques and regulatory guidance such as MAS 637 and FEAT. Based in DBS Asia Central, Singapore.