VP/AVP, Strategy, Corporate Treasury, Group Finance
DBS Bank Limited
Location: Singapore, Singapore
Type: Full Time
Internal Number: 13321108
Business Function Group Finance aims to deliver world-class standards in reporting, financial planning and finance processes. We provide insights and analyses that help the bank make sound business decisions - whether in the areas of product development or customer profitability. We also provide capital management, business planning, forecasting, and tax and accounting advisory services. The bank is also a certified Accredited Training Organisation (ATO) for the Singapore Qualification Programme by the Singapore Accountancy Commission and an Association of Chartered Certified Accountants (ACCA) Approved Employer.
Job Purpose This role is in the CT-Strategy team which is part of Corporate Treasury.
Assist in efforts in developing framework and conceptual "building blocks" for capital and balance sheet allocation
Business lead for building out reduced-form and structural credit models - work with advanced analytics teams and data modellers to build out inventory of credit models
Provide business and domain knowledge to develop historical time-series database of portfolio-/industry-level credit spreads and/or credit default swaps price data to facilitate development of credit models
Conduct in-depth analysis & forward-looking projections of portfolio / industry-level credit risk, expected default frequencies and loss given defaults
Exploratory projects in strategy and capital/balance sheet allocation
Minimum - Good university degree in Business, Accounting, Finance or Economics.
Financial engineering / advanced data analytics degree with relevant coursework in credit risk models, Monte Carlo simulations, generative sampling and/or stochastic processes an advantage
5-7 years' hands-on experience in credit portfolio management and/or data modelling of portfolio-/industry-level credit drivers and how they drive through-the-cycle default frequencies and credit losses
Comfortable with coding and/or able to work with large and messy datasets
Working experience in quantitative modelling consulting companies and/or enterprise credit-risk modelling software an advantage
Experience in Python and R an advantage
Open-minded, curious, willing to learn, comfortable with abstractions and ambiguity
Excellent written and verbal communication skills
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.