DBS Bank Ltd

VP / AVP, Market & Liquidity Risk and Capital Management, Group Audit

DBS Bank Ltd
Singapore, Singapore
Competitive salary
27 Sep 2020
30 Sep 2020
Business Function

Group Audit helps the Board and Executive Management meet the strategic and operational objectives of the DBS Group. We conduct independent checks to ensure that the Group's risk and control processes are adequate and effective. All our team members are highly sought-after professionals who work as trusted advisors to our stakeholders, in all matters related to a company's internal controls.

  • Review processes and controls of market risk (including IRRBB), liquidity risk management including stress testing and regulatory capital computation.
  • Review models and corresponding validation of Market Risk VAR models, Market Risk Pricing models, Counterparty Credit Risk models, and Liquidity Risk behaviour models.
  • Planning the internal audit plan using risk-based approach.
  • Manage projects effectively to ensure completion within expected timeline.
  • Identify, analyse, communicate and report audit findings/ recommendations clearly, accurately and objectively.
  • Develop analytics tools and adopt data-driven approach to conduct audit review.
  • Develop strong professional relationships within and work across audit teams collaboratively as well with key stakeholders.

  • Masters' in Quantitative Finance (or equivalent like MFE) with a least 5-8 years of experience in auditing treasury front office, risk management and model validation functions.
  • Good understanding of the trading & treasury business (across all asset classes), financial derivatives pricing models
  • Good understanding of the regulatory framework on bank capital adequacy requirement, stress-testing and market/liquidity risk
  • Strong acumen in risk management and controls
  • Strong communication skills (both verbal and written) - capable of cohesively organise appropriate information / findings and articulate key messages and recommendations in effective and easily understood terms
  • Self-motivated and results-oriented individual needed, possessing the ability to excel under tight deadlines and be a proven team leader

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.

Similar jobs

Similar jobs