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AVP, Specialist Model Monitoring, Risk Management Group

DBS Bank Limited Singapour
Mise en ligne il y a 3 jours CDI Competitive
AVP, Specialist Model Monitoring, Risk Management Group
Business Function

Risk Management Group works closely with our business partners to manage the bank's risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.

Job Description Summary

Support the monitoring of credit risk model/scorecards covering PD, LGD and EAD models, models used for credit decisioning purpose and to supplement credit decisioning or strategy for Retail and non-Retail portfolios, in compliance with internal standards and relevant regulations, including those relating to MAS and HKMA.

Job Description
  • Monitoring and maintain Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models for Corporate, Retail and Wealth Management portfolios, for regulatory (eg. IRB) purposes
  • Monitoring and maintain of credit decisioning purposes such as Application scorecards (A-scores) and Behavioral scorecards (B-scores), models used to supplement credit decisioning or strategy. (e.g., Collection scorecards (C-scores))
  • Prepare and maintain clear and detailed documentation for monitoring of various models/scorecard to be reviewed by various stakeholders and committees
  • Liaise with and support the model implementation and development teams on (i) ongoing model monitoring and (ii) model implementation into various risk systems, providing model specifications and testing system functionality prior to deployment
  • Working closely with technical team to operational model in bank's system, carry out testing and address potential issues
Requirements
  • University graduate or above plus a minimum of 7 years hands-on experience in related areas
  • At least 7+ years of experience in monitoring and maintenance of credit risk models/scorecards including Basel 2 PD, LGD, and EAD models for wholesale/retail portfolios
  • Good understanding of the Basel II Accord, MAS and HKMA Supervisory Requirements
  • Good knowledge of credit process and business products
  • Excellent communication and writing skills
  • Strong team player
  • Working knowledge of Python and Excel is essential. Knowledge in R will be an added advantage
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.
Référence  WD49462
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