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Senior Officer, Market Risk Management, GGRC

Posting Date:  23-Jan-2022
Location: 

SG

Company:  United Overseas Bank Limited

About UOB

United Overseas Bank Limited (UOB) is a leading bank in Asia with a global network of more than 500 branches and offices in 19 countries and territories in Asia Pacific, Europe and North America. In Asia, we operate through our head office in Singapore and banking subsidiaries in China, Indonesia, Malaysia and Thailand, as well as branches and offices.

Our history spans more than 80 years. Over this time, we have been guided by our values — Honorable, Enterprising, United and Committed. This means we always strive to do what is right, build for the future, work as one team and pursue long-term success. It is how we work, consistently, be it towards the company, our colleagues or our customers.

About the Department

The Credit and Risk Management function is comprised of three teams: Risk Management, Credit and Special Asset Management. We manage the risks arising from the Group’s business activities within the risk appetite established by the Board. This involves identifying and evaluating the risks, developing effective risk governance and strategies as well as providing independent assessment of the overall risk profile.

Job Responsibilities

You will be part of the Planning and Basel team, and will be responsible for implementation of Market Risk Capital projects under the new Basel III regulatory regime.

 

You will be required to:

  • Assist in Fundamental Review of Trading Book (FRTB) project design under several tracks, including standardised approach (SA), internal models approach (IMA) and counterparty valuation adjustment (CVA).
  • Perform User Acceptance Testing of FRTB solutions
  • Perform data analysis in order to prepare inputs for FRTB processes. These include data validation checks on market data time series, conducting statistical tests, etc.
  • Work with stakeholders to put in place processes supporting changes required by the new regime
  • Work closely with other teams to support the reporting of FRTB results through monitoring and analysing market risk exposure of the Bank/Group

Job Requirements

Degree holder majoring in Business, Finance or equivalent professional
certifications. Relevant experience in a financial institution, holder of
FRM/PRM will have an advantage
Team player, self-motivated and resourceful
Numerically inclined with a strong analytical mind

 

Be a part of UOB Family

UOB is an equal opportunity employer. UOB does not discriminate on the basis of a candidate's age, race, gender, color, religion, sexual orientation, physical or mental disability, or other non-merit factors. All employment decisions at UOB are based on business needs, job requirements and qualifications. If you require any assistance or accommodations to be made for the recruitment process, please inform us when you submit your online application.

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