AVP/VP, Balance Sheet Risk Managemet
Kuala Lumpur, Wilayah Persekutuan, MY, 50350
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
- Prepare & Review timely liquidity risk reporting (ie: LCR & NSFR)
- Prepare & Review Liquidity Cash-Flow reports
- Responsible for Limit monitoring, investigation and escalation of breaches on a timely manner in accordance to internal risk management policies.
- Involved in liquidity stress test and crisis exercise.
- Perform daily outstanding position balance reconciliations between front office products and treasury system vs general ledger system.
- Prepare & Review Monthly Statistical data on the Bank’s Loans and Deposits pricing
- Perform independent interest rate and liquidity risk analysis and reviews for the Bank.
- Prepare Banking Book analysis report for effective interest rate management.
- Conduct, prepare and analyse Interest Rate Risk Simulations – Net Interest Income, Economic Value, Re-pricing and sensitivity reports.
- Timely updates of Bank’s liquidity risks reports policies and standard operating procedure.
- Participate in systems enhancement user acceptance test.
- Involve in New Product Program user acceptance test Handle ad-hoc audit request and business request.
- Involved in annual Business continuity planning and assessment.
Job Requirements
- A recognised Degree / Diploma in Finance, Statistic, Commerce, Economics, Mathematics or any other equivalent qualification
- Minimum 5 years of working experience in Balance Sheet Risk related field
- A team player, with good communication and pleasant attitude
- Knowledge in treasury products will be added advantage
- Proficient in SAS, Microsoft Excel, VBA and Words
- Possess strong analytical skill and able to meet deadlines se
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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