Executive Director or Senior Vice President Hedge Fund Credit Risk Manager
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 lead credit assessments for hedge fund and high-frequency trading counterparties. You will set and monitor credit limits, assess complex transactions and collateral arrangements, perform stress testing, review legal documentation, 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 understanding of derivatives, prime brokerage, securities financing, repo, margin lending, FX, and clearing exposures
- 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 with PFE, EPE, EEPE, SA-CCR, internal model approaches, and CVA
- Knowledge of hedge fund financial statements, NAV reports, Form ADV/PF filings, and performance attribution
- Knowledge of options Greeks, VaR, stress testing, and Monte Carlo simulation
- Expertise in margin methodologies, collateral haircuts, CSA terms, and uncleared margin rules
- Familiarity with Murex, Bloomberg, exposure-management platforms, Excel, and PowerPoint
- Working knowledge of ISDA, CSA, GMRA, GMSLA, and prime-brokerage documentation
- CFA, FRM, or CAIA preferred
Responsibilities
- Lead credit analyses and due diligence for hedge fund and HFT counterparties
- Assess investment strategies, portfolios, leverage, liquidity, and risk-management frameworks
- Approve or recommend credit memos and risk limits
- Monitor counterparty exposure utilisation, margin requirements, collateral, and limit breaches
- Approve complex transactions and recommend risk-mitigation measures
- Perform stress testing, scenario analysis, and margin-sufficiency assessments
- Review credit-risk provisions in ISDA, CSA, GMRA, GMSLA, and prime-brokerage documentation
- Conduct onboarding and periodic credit reviews
- Represent Credit Risk in internal committees and challenge front-office proposals
- Ensure compliance with regulatory requirements and risk-governance frameworks
- Mentor junior team members and contribute to training