ED SVP Hedge Fund Credit Risk Manager Risk Management Group
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 assess, monitor, and manage credit exposures for hedge fund and high-frequency trading counterparties. You will lead credit assessments, set and monitor limits, review transactions and legal documentation, conduct stress testing, represent Credit Risk in committees, and mentor junior colleagues.
Requirements
- 8–12+ years of counterparty credit risk experience focused on hedge funds, non-bank financial institutions, prime brokerage, or trading counterparties
- Deep knowledge of derivatives, prime brokerage, securities financing, repo, margin lending, FX, clearing, PFE, stress testing, and CVA
- Ability to analyse hedge fund strategies and HFT or market-making business models
- Bachelor’s or Master’s degree in Finance, Economics, Quantitative Finance, Mathematics, Financial Engineering, or a related discipline
- Proficiency in counterparty exposure metrics, SA-CCR, internal model approaches, and CVA
- Knowledge of financial analysis, options Greeks, VaR, stress testing, Monte Carlo simulation, collateral, and margining
- Familiarity with Murex, Bloomberg, exposure management platforms, Excel, and PowerPoint
- Working knowledge of ISDA, CSA, GMRA, GMSLA, and prime brokerage documentation
Responsibilities
- Lead credit analyses and due diligence for hedge fund and HFT counterparties
- Assess investment strategies, portfolios, leverage, liquidity, financial statements, and risk frameworks
- Approve or recommend credit memos and counterparty limits
- Monitor exposure utilisation, margin, collateral, haircuts, limit breaches, and exceptions
- Review complex transactions and recommend risk mitigation
- Perform stress testing and scenario analysis
- Review ISDA, CSA, GMRA, GMSLA, and prime brokerage documentation
- Conduct onboarding assessments and periodic counterparty reviews
- Represent Credit Risk in internal committees
- Ensure regulatory and policy compliance
- Mentor junior colleagues and contribute to training