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 eight consecutive years from 2009 to 2016.
Provide independent effective challenge to the treasury function in the management of liquidity risk and banking book market risk in the commercial book
Support the review, preparation, submission, and disclosures relating to regulatory market & liquidity standards, e.g.
Interest Rate Risk in the Banking Book, Liquidity Coverage Ratio and Net Stable Funding Ratio
Perform the review of internal risk methodologies (e.g. Maximum Cumulative Outflow, liquidity ratios) and the setting of risk appetite / control thresholds
Support ad-hoc regulatory and internal stress testing exercises that involve liquidity and banking book market risk considerations
Support the preparation of risk updates to risk oversight committees
Participate in User Acceptance Test ( UAT ) exercises arising from system / risk engine changes to ensure liquidity and banking book market risk remains properly captured under risk metrics
Clear analysis and commentaries on the drivers affecting risk metrics / stress testing results
Robust review and attestation on ongoing compliance with applicable regulatory risk standards
Well-formulated assumptions with sound basis underlying stress testing exercises
Succinct and clear materials prepared for risk oversight committees
Robust UAT supporting sign-off of source system / risk engine changes
Possess minimum 3 years’ relevant experience in asset-liability management and / or liquidity risk management or internal auditing in corporate treasury with a sizeable financial institution
Strong technical skills, including a solid understanding of banking products (particularly in treasury and derivatives products)
Sound knowledge in banking products
Familiarity with financial risk systems, e.g. QRM, Texas
Solid understanding of prevailing regulatory requirements on liquidity and banking book market risk in Hong Kong
Excellent communication, interpersonal skills and stakeholder management
A good team player, result-oriented, with strong sense of ownership
Bachelor’s degree (preferably a Master’s Degree) holder in finance, accounting, business or quantitative discipline
Chartered Financial Analyst and / or Financial Risk Manager designation is an added advantage