Asset and Liability Risk Analyst (IRRBB) - 1 Year Contract

About the role

DBS is hiring for a 1-year direct contract in its Risk Management Group, within the Asset and Liability Risk (ALM) team of the Market and Liquidity Risk (MLR) function. The role reports on Group regulatory and internal reporting of Interest Rate Risk in the Banking Book (IRRBB). It sits in the IRRBB business-as-usual, regulatory reporting and disclosure area.

Key responsibilities

• Analyze and investigate data integrity issues, trends and variances in exposures, results and models
• Act as a business analyst for infrastructure and system configuration projects
• Work on technology and innovation projects for IRRBB processes and core systems
• Carry out data mining studies and experiments
• Maintain internal documentation, reporting standards and data lineage

Required profile

• 2-3 years of related banking experience, preferably in risk management, balance sheet management or finance
• Good understanding of asset and liability risk management and knowledge of IRRBB regulatory requirements
• Strong process knowledge and control mindset
• Experience in data analysis; innovative technology projects are a plus

Required skills

• Proficiency in VBA and databases/SQL
• Business intelligence tools
• Knowledge of EaR, VaR, EVE and NII at risk concepts and reporting