Model Evaluator and Analyst

3 days ago


Singapore DBS Bank Limited Full time
About the Role

We are seeking a highly skilled quantitative risk validation expert to join our Risk Management Group. As a member of the Model Validation Team, you will be responsible for critically assessing the development and performance of market risk / liquidity risk / counterparty credit risk-related models. Your contributions will help us ensure that these models are reliable and accurate, supporting informed decision-making across the bank.

Your primary focus will be on evaluating the quality of econometric models, machine learning models, and stochastic pricing models used in risk management. You will work closely with model developers to identify areas for improvement and develop strategies to enhance model performance.

Main Responsibilities
  • Evaluate the development and performance of market risk / liquidity risk / counterparty credit risk-related models.
  • Assess the quality of econometric models, machine learning models, and stochastic pricing models.
  • Develop and maintain professional relationships with model developers and other stakeholders.


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