Vice President, Specialist, Model and Data Risk, Audit

About the role

Business Function Group Audit helps the Board and Executive Management meet the strategic and operational objectives of the DBS Group. We conduct independent checks to ensure that the Group's risk and control processes are adequate and effective. All our team members are highly sought-after professionals who work as trusted advisors to our clients, in all matters related to a company's internal controls. In this function, we look after a portfolio made up of Treasury & Markets business, Risk functions (including Market, Liquidity and Operational risk management) audit coverage. Skills, responsibilities and Requirements: Subject matter expertise in the areas of Treasury and markets/ Market Risk/ Liquidity risk/Capital Adequacy: • Audit Oversight & Execution: Lead end-to-end risk-based internal audits covering Treasury operations, Asset-Liability Management (ALM), Market Risk (VaR, stress testing, interest rate risk), and Liquidity Risk frameworks (LCR, NSFR). • Model Risk & Advanced Analytics Audit: Evaluate the conceptual soundness, performance monitoring, and governance of quantitative models used for pricing, valuation, credit risk, and capital forecasting. • AI & GenAI Governance & Risk Assurance: Review controls, bias mitigation, data lineage, prompt engineering governance, and retrieval-augmented generation (RAG) architectures deployed across banking use cases. • Re

Skills

Role details

Employment type

Full-time

Openings

1

About DBS Bank India

Bank in India

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