DBS Bank

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

DBS Bank
BankingSingapore - CentralOnsitePosted 2 weeks ago

About the role

AI summarised

Key role as a Business Analyst within the Risk Management Group, focusing on Portfolio Analytics, Risk Modelling, and Regulatory Stress Testing. This role involves delivering solutions for model implementation, regulatory stress testing (IWST, ICAAP, Pillar 1 for MAS/HKMA), stressed RWA, ECL, NPL/SP forecasting, and report submission.

BankingOnsite

Key Responsibilities

  • Gather business requirements for Regulatory portfolio analytics, risk modelling, and stress testing.
  • Write user stories, functional specifications, test cases, and expected results.
  • Ensure implemented solutions and designs are fit for purpose, scalable, and long-term viable during the solutioning process.
  • Collaborate with technology teams in an Agile framework to explain requirements, track backlog, and manage user story delivery.
  • Conduct first-level user testing, track known issues, and drive resolutions within sprint timelines.
  • Actively manage UAT processes and timelines, guiding end-users through results explanation toward sign-off and go-live deployment.
  • Document all project steps and testing results clearly, providing timely updates to stakeholders.
  • Support the bank's upcoming stress testing exercises and related projects.

Requirements

  • Experience in Portfolio Analytics
  • Knowledge of Risk Modelling
  • Understanding of Regulatory Stress Testing (IWST, ICAAP, Pillar 1 for MAS/HKMA)
  • Ability to translate business needs into technical specifications
  • Proficiency in Agile framework methodologies
  • Experience with UAT management and sign-off processes