DBS Bank—Senior Associate, Specialist, Market & Liquidity Risk, Risk Management Group

Job description

Description: Job Purpose Responsible for governance, risk control, reporting of Liquidity risk and Interest rate risk on the banking book (IRRBB) of the Bank Key Accountabilities & Requirements - Computation and monitoring liquidity risk & IRRBB measures in line with Bank’s risk appetite and regulatory framework. - Ensure adequate governance, exercise risk control and carry out reporting and related analysis for liquidity risk and IRRBB including coordination with different stakeholders in the Bank and at Head Office. - Liase with auditors to ensure resolution of issues and compliance - Interact with senior management and committees in areas relating to liquidity risk & IRRBB . Job Duties, responsibilities and requirements - Ensure that the policies are in line with regulatory framework and as per the risk appetite of the Bank. - Assist in annual review of liquidity risk & IRRBB limits, policies and related documents. - Performing stress testing and analysing the impact. - Analyse the liquidity risk & IRRBB - Highlight to senior management areas of concern in liquidity risk and interest rate risk on banking book - Ensure compliance with internal and regulatory guidelines. - Handling audit queries/requirements or issues raised by various departments & resolving them. - System testing and validation of new products and risk functionalities. - Liaising with HO in matters related to liquidity risk & IRRBB - Automation of liquidity risk & IRRBB related processes/sub processes based on feasibility - Handle Business Continuity Processes, Disaster Recovery & Risk Controls Self Assessment related activities associated with the unit. Required Experience - relevant experience in Liquidity Risk / Market Risk Education / Preferred Qualifications - University graduation - CA/MBA / PGDBA or equivalent - CFA, FRM equivalent preferred Core Competencies - Good analytical skills - Knowledge about Banking and related regulations. - Ability to work and interact with the team, peers and seniors in a cohesive manner - Knowledge of data handling, MS Office suite and coding will be an asset Technical Competencies - Good understanding of both assets and liability products offered by Banks. - Knowledge about Treasury products & related risk systems, their valuation, regulations and the risk associated with them would be a plus Work Relationship - Ability to work & collaborate with peers across teams and also with senior management of the Bank. - Work with team members and facilitate delivery and execution by the team seamlessly. Location: Mumbai Job: Risk Management Schedule: Regular Employee Status: Full time