Asset and Liability Risk Market and Liquidity Risk
DBS Bank Ltd is a Singapore-based bank providing personal, SME, corporate, institutional, wealth management, financial markets, and digital banking services. Its clients include consumers, small and medium-sized businesses, corporations, and institutional customers.
About DBS Bank Ltd
DBS Bank Ltd provides banking products and services including accounts, cards, insurance, loans, investments, digital banking, payments, trade finance, foreign exchange, commodities, investment solutions, and derivatives clearing. Through its SME business, it supports businesses with financing, cash-flow management, online banking through DBS IDEAL, sustainability programmes, and business-growth initiatives. The bank serves personal customers, SMEs, corporate and institutional clients, and wealth-management customers across its regional markets.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will manage interest rate risk in the banking book reporting and disclosure. You will investigate data integrity issues analyze exposures and results support infrastructure projects and maintain reporting documentation and data lineage.
Requirements
- 2 to 3 years of related banking experience preferably in risk management balance sheet management or finance
- Good understanding of asset and liability risk management
- Knowledge of prevailing regulatory requirements for IRRBB standards
- Strong process knowledge and control mindset
- Proficiency in VBA databases SQL and business intelligence tools
- Experience in data analysis and innovative technology projects is a plus
- High motivation and teamwork
Responsibilities
- Manage IRRBB business as usual activities regulatory reporting and disclosure
- Analyze data integrity issues trends and variances in exposures results and models
- Support business analysis for infrastructure system configuration and project work
- Participate in technology and innovation projects for IRRBB processes and core systems
- Conduct data mining studies and experiments
- Maintain internal documentation reporting standards and data lineage
