DBS Bank Ltd
Senior Associate, Specialist, Market & Liquidity Risk, Risk Management Group
Be an Early Applicant
Manage governance, control, monitoring and reporting of liquidity risk and IRRBB. Perform stress testing, policy reviews, system testing, automation, audit liaison, and present risk analysis to senior management and committees.
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
- 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:
MumbaiJob:
Risk ManagementSchedule:
RegularEmployee Status:
Full timeSimilar Jobs
Fintech • Information Technology • Financial Services
The RFP Associate coordinates the completion of RFPs and DDQs, ensuring timely and accurate responses while collaborating with various departments and supporting content management initiatives.
Top Skills:
Diligence VaultMs Office Suite
Fintech • Information Technology • Financial Services
Lead deployment and certification of FIX connectivity and electronic trading workflows across asset classes. Define FIX requirements, liaise with development and clients, manage projects through testing, release, and onboarding, and certify connections with brokers and platforms while tracking progress and training users.
Top Skills:
AladdinElectronic Communication NetworksFixFpmlJavaOrder Execution Management SystemsSQLUnix
Automotive • Hardware • Robotics • Software • Transportation • Manufacturing
Design and define system and software architecture for automotive electronic systems. Apply systems engineering principles, create models and diagrams with Enterprise Architect and Visio, manage requirements using Codebeamer and PTC Integrity, and collaborate with cross-functional teams to deliver validations and documentation.
Top Skills:
CodebeamerEnterprise ArchitectPtc IntegrityVisio
What you need to know about the Mumbai Tech Scene
From haggling for the best price at Chor Bazaar to the bustle of Crawford Market, the energy of Mumbai's traditional markets is a key part of the city's charm. And while these markets will always have their place, the city also boasts a thriving e-commerce scene, ranking among the largest in the region. Driven by online sales in everything from snacks to licensed sports merchandise to children's apparel, the local industry is worth billions, with companies actively recruiting to meet the demands of continued growth.
