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

DBS Bank

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Job 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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AVP, Business Analyst for Portfolio Analytics, Risk Modelling and Regulatory Stress Testing, Risk Management Group

DBS Bank

Job Summary

Job Description

Interview Questions of AVP, Business Analyst for Portfolio Analytics, Risk Modelling and Regulatory Stress Testing, Risk Management Group at DBS Bank

Salary Insights of AVP, Business Analyst for Portfolio Analytics, Risk Modelling and Regulatory Stress Testing, Risk Management Group at DBS Bank