SVP, Team Head, Retail Model Development, Risk Management Group SVP, Team Head, Retail Model Development, Risk  …

DBS Bank Limited
à Singapour, Singapore, Singapour
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
DBS Bank Limited
à Singapour, Singapore, Singapour
CDI, Plein-temps
Soyez parmi les premiers à postuler
Competitive
SVP, Team Head, Retail Model Development, Risk Management Group
Business Function

Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.

Responsibilities
    Maintaining high standards of work and technical excellence, including the research and analysis of latest practices, interpretation of regulator guidelines, and interpretation of credit risk model policies and practices Lead and participate in credit risk model development for retail portfolios (including PD, LGD, EAD, application, behavior, collection models and other credit risk models), ensuring model efficacy and compliance with internal policies and external regulatory requirements Partner with Model Validation team to ensure timely and accurate validation of all models, and to ensure action plans for validation issues are addressed on a timely and accurate basis for all models Manage end to end model related discussions, such as model approvals, with Internal Audit and regulators Proactively engage various model stakeholders, such as credit and business, and senior management for model acceptance, approval and maintenance Lead, mentor and manage junior staff members to enhance risk analytical capability Work closely with other teams within GPA on the development of digital / business models for retail portfolios Develop strong partnership with key stakeholders including CBG & RMG Credit to identify new model development needs and to ensure the ongoing applicability of retail models Actively participate and oversee the development projects from an end-to-end perspective including facilitating the model approval process, work with Model Monitoring and Support team to ensure successful model implementation as well as reviewing and commenting on the quarterly performance monitoring report. Provide methodological "thought leadership Ensure execution excellence by having a keen eye on details and by closely monitoring the project progress Contribute to the proper adherence, improvement and review of model development and related standards/policies Proactively engage the model stakeholders and lead model PSC committees and/or working groups meetings in an effective manner for the purpose of model development and in-use Liaise with regulators on all retail model matters
Requirements

  • University graduate or above plus a minimum of 10 years hands-on and team lead experience in related areas
  • At least 10+ years of experience in leading the development of credit risk models including Basel 2 models for retail portfolios. Experience in risk models for SME portfolio will be an added advantage.
  • Experience in developing decision models and strategies
  • Experience of end to end use of models through to capital calculation
  • Understanding of statistical / econometric / modelling theory and technical applications in the area of credit risk
  • Good understanding of the Basel II Accord, MAS and HKMA Supervisory Requirements
  • Good knowledge on credit and business products.
  • Good Communication and writing skills
  • Strong Team Player
  • Working knowledge of SAS and Excel is essential. Knowledge in R and Python 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.
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