Associate - Counterparty Credit Risk Specialist

10 hours ago


Singapore DBS Bank Full time

Job description
This role reports to the VP, Specialist, Credit Approval, Firm-Wide within the broader Traded Credit Risk Methods (“TCRM”) team, which is responsible for establishing and maintaining a robust measurement and reporting process for counterparty credit risk across internal, regulatory and customer credit risks. TCRM collaborates widely with other functions such as GFM Sales & Trading, Credit, Finance, Legal, Technology, Operations to ensure accurate and timely measurement of counterparty credit risk in DBS to achieve win-win outcomes and sustainable returns as a bank.

**Responsibilities**:

- Back testing and reporting initial margin (SIMM) in accordance with regulatory and internal guidelines.
- Assisting with GFM SFT Transactional approvals/ review of GFM SFT Collateral as well as preparation of any related management reporting.
- Assisting with Credit risk management of GFM Banking book investments and preparation of any related management reporting.
- Reporting, investigation, and analysis in multiple contexts e.g., measurement of methodology deficiencies in system, exposure profile change analysis, model performance monitoring etc.
- Enhancement or creation of Business Intelligence / analytics tools for measurement, analysis, and reporting of credit exposures
- Process / workflow improvement, automation, and data analytics via Excel, VBA, Bloomberg, Qlik etc.
- Preparation of Reports / Presentations on material relating to internal credit exposure and related topics.

**Requirements**:

- Bachelor’s/Master’s Degree in Business/Data Analytics/Finance/Quantitative Finance
- Skilled in data analysis and programming e.g., VBA, Python, R, C#, Qlik, Tableau
- Knowledge of financial markets and products including derivatives
- Possess effective oral and written communication skills with a strong desire to learn



  • Singapore The Edge Asia Full time

    Our client is an international bank with significant business footprints and presence in Asia and they are urgently looking for a senior Specialist Quantitative Analyst in Singapore. The role is to support the Counterparty Credit Risk (CCR) model development, implementation and monitoring process. Recruiter License Number: R1106582 EA License Number:...


  • Singapore Citi Full time

    Counterparty Credit Risk (CCR) - Margin Lending Risk Management is responsible for the review and challenge to the Global Margin Lending (GML) business who provides financing to the whole spectrum of clients ranging from the affluent up to the Ultra High Net Worth segment (Global Wealth Management) against collateralized securities. CCR Margin Lending Risk...


  • Singapore Citi Full time

    **Job Purpose**: Individual will work as part of Counterparty Exposure (CPE) team under the global Institutional Credit Management (ICM) group and be responsible for measuring, monitoring and controlling counterparty risk for institutional clients. Analyzing portfolios and businesses, with a focus on counter-party and collateral risk to ensure the risks are...

  • Credit Risk Anlayst

    10 hours ago


    Singapore CREDIT INDUSTRIEL ET COMMERCIAL Full time

    The Credit Risk Analyst has strong exposure to and understanding of credit analysis methodologies and credit risk management regulations. He is able to work independently with minimum supervision, and is a strong communicator and influencer who can work in a fast-paced environment. He possesses strong analytical and critical thinking skills, and an eye for...


  • Singapore Citi Full time

    **Responsibilities**: - Contribute as a risk manager being part of APAC Global Margin Lending, Alternative Assets and Family Office Risk team. - Provide oversight and challenge for the business covering full range of Counterparty Credit products - Analyze/assess Private Bank clients and special purpose entities for margin lending transactions and capital...


  • Singapore Citi Full time

    Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At **Citi**, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training...


  • Singapore Citi Full time

    Institutional Credit Management’s (“ICM”) objective is to provide an integrated “end-to-end” credit underwriting, identification, measurement, management, monitoring and reporting for wholesale credit businesses across the enterprise. Institutional Client Group (ICG) In-Business Quality Assurance is an integral part of the ICM organization. The...


  • Singapore The Edge Partnership Full time

    Some of the key responsibilities will include: - Understand counterparty credit risk (CCR), and economic and market environment in which the Bank operates at Group level. - Develop counterparty credit risk exposure measurement methodologies and risk assessment tools. - Come up with processes designed to monitor existing CCR model performance, analyse their...


  • Singapore Citi Full time

    Job Purpose: Individual will work as part of Counterparty Exposure (CPE) team under the global Institutional Credit Management (ICM) group and be responsible for measuring, monitoring and controlling counterparty risk for institutional clients. Analyzing portfolios and businesses, with a focus on counter-party and collateral risk to ensure the risks are...


  • Singapore SMBC Group Full time

    Assistant Vice President, Counterparty Credit Risk, Risk Dept Responsibilities: Support implementation and operation of 2LOD Counterparty Credit Risk (CCR) and control frameworks for SMBC APAC, in partnership with the Credit Department, including design and enhancement of CCR frameworks, policies, and procedures. Assess CCR related risks and monitor CCR...