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👽Other

Snr Assoc/AVP, Business Analyst for Portfolio Analytics, Risk Modelling and Regulatory Stress Testing, Risk Management Group

Dbs · Singapore - Central
// classified as
Other (Adjacent or hard to classify.)
posted
1d ago
location
Singapore - Central
languages
go, sql
tools
—
> stack
gosql
> description

About The Role:

  • Key role as a business analyst on Portfolio Analytics, Risk Modelling and Regulatory Stress Testing within Risk Management Group. Solutions delivery for model implementation, regulatory stress testing (IWST, ICAAP, Pillar 1 for MAS/HKMA), stressed RWA, ECL, NPL/SP forecasting and Reports submission.

 

Job Responsibilities:

  • Understand the Regulatory portfolio analytics, risk modelling and stress testing business requirements, writing user stories and functional specifications including test cases and expected results.
  • During the solutioning process to ensure solutions and design implemented are fit for purposes, long term and scalable.
  • Working with technology for system development in an Agile framework to explain requirements, tracking of backlog and user stories delivery.
  • Conduct first level user testing and tracking all known issues, and work with technology to drive resolution within sprint timelines.
  • Actively managing the UAT process and timelines, working with end users to explain results and issues resolution towards UAT sign off and go live deployment
  • Clearly documenting all steps in the project and testing results. And be able to provide timely update to stakeholders
  • Participate and support the coming stress testing exercise within the bank, and any other related projects.

 

Requirements:

  • Domain knowledge on regulatory model implementation, and regulatory stress testing on corporate and retail product.
  • Domain knowledge on capital requirements rules on RWA or IFRS9 Expected Credit Loss (ECL) is a strong plus
  • Strong experience of project delivery or system implementation
  • Keen understanding of application solutioning and system design
  • Proficient in SQL and be comfortable work with systems and a large amount of data.
  • Python knowledge is a strong plus

Location:

DBS Asia Central

Job:

Risk Management.

Schedule:

Regular

Employee Status:

Full time
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