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DBS Bank Ltd

Senior Associate/Associate – GFM (Global Financial Markets) Market Risk Controller, Risk Management Group

Posted 7 Days Ago
Be an Early Applicant
In-Office
Central Singapore, SGP
Senior level
In-Office
Central Singapore, SGP
Senior level
Monitor and evaluate market risk exposures across Rates, Credit, FX and Equity portfolios; set and review limits, investigate breaches, deliver risk reporting and stress-testing, support new product approvals, and contribute to risk system enhancements and UAT.
The summary above was generated by AI

Key Responsibilities

  • Market Risk Monitoring:
    Evaluate and monitor market risk exposures across Rates, Credit, FX, and Equity portfolios, including analysis of sensitivities and key risk drivers
  • Risk Control & Governance:
    Set and review limits, investigate breaches, and provide independent challenge to trading activities
  • Risk Analysis & Reporting:
    Deliver clear and concise risk reporting and commentary to senior management, including deep dives on portfolios and strategies
  • Stress Testing & Regulatory Compliance:
    Perform and interpret stress testing (e.g. Expected Shortfall, stress ES, ICAAP), ensuring compliance with internal policies and regulatory standards
  • New Products & Frameworks:
    Support New Product Approval (NPA), and design/enhance risk metrics, reporting, and analytics tools
  • Projects & Change Initiatives:
    Contribute to risk system enhancements, UAT, and infrastructure upgrades, including risk engine re-platforming
     

Requirements

  • Education & Experience
    • Degree in Finance or a quantitative discipline (e.g. Mathematics, Physics, Engineering)
    • Experience in market risk or related function
  • Technical Expertise
    • Knowledge of trading products across Rates, Credit, FX and Equities (including derivatives)
    • Solid understanding of risk methodologies (VaR, stress testing, sensitivities such as DV01, delta, vega)
  • Analytical Skills
    • Strong quantitative and analytical capabilities with ability to interpret complex risk profiles
  • Stakeholder Management
    • Effective communication skills with ability to engage traders, risk, finance, quant and technology teams
    • Ability to present risk insights clearly to senior management
  • Preferred
    • Experience in risk system enhancements, UAT, or regulatory stress frameworks
    • Familiarity with programming/tools (e.g. Python, SQL) is advantageous

Location:

DBS Asia Central

Job:

Risk Management

Schedule:

Regular

Employee Status:

Full time

DBS Bank Ltd Singapore Office

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