Vice President/ Assistant Vice President, Group Portfolio Analytics, Risk Management Group
DBS Bank
Queen's Road Central, Hong Kong, China

DBS is a leading financial services group in Asia, with over 280 branches across 18 markets. Headquartered and listed in Singapore, DBS has a growing presence in the three key Asian axes of growth : Greater China, Southeast Asia and South Asia.

The bank's capital position, as well as "AA-" and "Aa1" credit ratings, is among the highest in Asia-Pacific. DBS has been recognised for its leadership in the region, having been named Asia’s Best Bank by The Banker, a member of the Financial Times group, and Best Bank in Asia-

Pacific by Global Finance. The bank has also been named Safest Bank in Asia by Global Finance for nine consecutive years from 2009 to 2017.


  • 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 model development for retail and non-retail portfolios (including PD, LGD, EAD, application, behavior and collection models), ensuring model efficacy and compliance with internal policies and external regulatory requirements.
  • Provide methodological thought leadership

  • Actively participate and oversee the development projects from an end-to-end perspective including facilitating the model approval process and overseeing successful model implementation and performance monitoring
  • Partner with Model Validation team to ensure timely and accurate validation of all models
  • Proactively engage various model stakeholders, such as credit and business, and senior management for model acceptance, approval and maintenance
  • Mentor and coach junior staff members to enhance risk analytical capability
  • Ensure execution excellence by having a keen eye on details and by closely monitoring the project progress
  • Materially contribute to the proper adherence to and improvement of model development & monitoring standard
  • Proactively engage the model stakeholders in an effective manner for the purpose of model development and maintenance
  • Requirement

  • University graduate or above in Statistics, Finance, and Economics is preferred.
  • Minimum of 9 years’ hands-on experience in the development / monitoring / implementation of risk models including scorecards and / or Basel 2 models retail and non-
  • retail portfolios, including framework for stress testing and ICAAP. Experience in risk models for corporate and private banking portfolio also will be an added advantage.

  • Working knowledge of SAS and Excel is essential. Knowledge in R and Python will be an added advantage
  • Experience of end to end use of models from risk management through to capital calculation is advantageous
  • Understanding of statistical / econometric / modelling theory and technical application in credit risk. Experience in credit risk management is advantageous.
  • Good understanding of the Basel II Accord, MAS and HKMA Supervisory Requirements
  • Good knowledge on credit and business products.
  • Good Communication and writing skills
  • Candidate with less experience will be considered for the role of Assistant Vice President
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