Risk Management Lead

2 weeks ago


Singapore DBS Bank Limited Full time
Job Purpose:

We are seeking a seasoned Risk Management Lead to join our team at DBS Bank Limited. In this role, you will be responsible for leading a team specializing in commercial book market risk and Interest Rate Risk in the Banking Book (IRRBB). Your job scope includes developing policies, governance processes, and internal risk measurement methodologies. You will also support risk committees and business units in matters relating to commercial book market risk management.

Key Accountabilities:
• Formulate internal risk policies and develop governance and management processes, including limit setting and model/assumption reviews.
• Support risk committees in understanding and analyzing both internal and regulatory commercial book market risk requirements and prepare for public disclosures.
• Perform risk control functions, including regular monitoring, assessment, and control of commercial book market risk exposures across the Group.
• Manage internal and external stakeholders to support commercial book market risk assessment for new products and business plans, and formulate replies to regulatory queries on related matters.

Responsibilities:
• Develop and review ALM risk policies, governance, and measurement methodologies.
• Review internal ALM risk limits and monitoring structure.
• Develop and review ALM risk models and assumptions.
• Keep updated on relevant regulatory requirements.
• Provide advisory to business and other support units on related matters.
• Ensure timely escalation of material risks, issues, and vulnerabilities to relevant authorities.
• Provide analysis and prepare management reports, including both internal and regulatory measures.
• Support infrastructure and other ad-hoc projects.

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