Data Validation Expert

2 days ago


Singapore DBS Bank Limited Full time
Risk Management Role
The Risk Management Group (RMG) at DBS Bank Limited is responsible for developing and maintaining risk management and internal control frameworks. As a critical component of this group, you will play a key role in ensuring the bank's risk/return decisions are well-balanced.

Key Responsibilities
  • Validate credit risk models used for capital computational purposes.
  • Assess inputs, assumptions, and parameter estimates for Retail credit risk models.
  • Ensure compliance with regulatory requirements.
  • Maintain validation standards to meet regulatory expectations.
  • Provide clear and concise validation reports.

Requirements
  • Degree in quantitative discipline.
  • At least 8 years of experience in model development/validation.
  • Outstanding quantitative skills.
  • Knowledgeable in dashboard tools such as Tableau.
  • Strong leadership abilities and self-motivation.
  • Excellent communication skills.
  • Sound knowledge of Basel II, Basel III, and local regulatory requirements.


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