About the role
RMG-MLR is the independent market and liquidity risk management function comprising of risk control, risk analytics and reporting teams.
This is a role within ALM risk team, part of MLR function. A primary reporting controller for Group regulatory and internal reporting of IRRBB. The candidate should have related experience in Interest Rate Risk Banking Book (IRRBB) including concepts and reporting know-hows of Earnings at risk (EaR), value at risk (VaR) and economic value of equity (EVE), net interest income (NII) at risk etc. Familiar with Asset and Liability Risk Management, IRRBB regulatory standards and requirements. Good control mindset and forward-looking view on data & technology landscape are strong pluses.
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.
Requirements
- 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.
- Strong process Knowledge and control mindset.
- Proficient in VBA and databases/SQL, Business intelligent tools.
- Experience in Data analysis, innovative technology projects will be a plus.
- Highly motivated team player.
Location:
DBS Asia Central
Job:
Risk Management
Schedule:
Contract (Fixed Term)
Employee Status:
Full time
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