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Posting Date:  08-Oct-2019
Location: 

Bangkok, Bangkok, TH

Company:  United Overseas Bank (Thai) Public Company 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

This is an exciting role with significant Treasury front office interaction, covering trading, sales and asset and liability management across FX and interest rates asset classes. Product scope includes bonds, interest rate swaps, FX swaps, futures and options.

The key focus of the role is the active involvement in the implementation of a new Global Markets Platform (front office treasury system) which will cover:

  • P&L Reporting, Attribution and Reconciliation
  • Market Data Construction
  • Product Valuation

Apart from project implementation, the role would also involve ensuring timely and accurate delivery of reporting and monitoring of Global Markets business activities. You will be part of a team which is responsible for:

  • Production of daily Profit and Loss (P&L) reports to monitor trading portfolio performance.
  • Perform analysis and attribution of portfolio P&L due to market movements.
  • P&L reconciliation against General Ledger.
  • Daily market data collection and validation for accurate portfolio fair valuation.
  • Be a key contact point for treasury P&L and valuation issues, interacting with Treasury front office, Finance, Market Risk Managers and Group Head Office counterparts.

 You should have a sound knowledge of global market business as well as various front office treasury systems used to generate risk and profit & loss numbers. A good understanding of valuation concepts, market risk methodologies and various data elements used for valuation of financial products, as well as familiarity with regulations governing the global markets treasury business are essential.
 

Job Requirements

  • University degree in Banking & Finance / Business or related fields.
  • CFA, FRM, PRM would be advantage
  • 2-5 years of experience in the financial industry, with experience in Market Risk Management, Product Control, Audit, IT, Finance, or related middle office
  • Prior experienced in “Murex” project implementation
  • Good Knowledge of Treasury product
  • IT skills in VBA and SQL would be ideal
  • Good command of English and good in MS Excel
  • Highly numerate and strong analytical skills.
  • Good team player who possess drive, initiative, have an eye for details and able to work independently under pressure to produce accurate and timely work

Be a part of UOB Family

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