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Posting Date:  18-Apr-2021

Raffles Place, Singapore, 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 Global Market function leverages our in-depth knowledge of markets to provide timely financial advice, products and solutions to our clients. Together with our segment managers, we manage our clients’ investment, liability and risk management needs through a comprehensive suite of treasury products and services across multiple asset classes.

Job Responsibilities

  • Build and maintain independent pricing engines and toolkits for Global Markets across multiple asset classes (IR / FX / Commodities / Equities)
  • Implement new exotic models and payoffs for all asset classes 
  • Build and implement risk management tools in collaboration with traders
  • Build tools to implement trading strategies and ease execution

Job Requirements

  • Over 5 years of quantitative experience with minimum of 3 years in a front office Quant Analytic environment
  • Excellent knowledge in numerical methods, stochastic calculus and probability
  • Proficiency in C++ necessary, proficiency in Python desirable
  • Experience in modelling exotic/structured products across multiple asset classes
  • Able to communicate effectively with both trading and sales to deliver solutions quickly

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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