Senior Officer, Market Risk Management

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

1. Work in the Market Risk (MR) Capital team to perform MR Regulatory Capital Reporting (including planning, streamlining process and capital optimisation).

2. Performs SIMM Initial Margin Backtesting internal / regulatory reporting and analysis to identify risk drivers of exceptions noted.

3. Prepares Exotic Options Monitoring across asset classes for Management reporting purpose.

4. Carry out Model Performance Monitoring for complex warehouse products for Management reporting purpose.

5. Provides analytical support for other BAU team inside market risk division which includes impact of new products on risk greeks, MR regulatory capital and the relevant regulatory or management reporting where applicable.

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Job Requirements

1. Good understanding of market risk regulatory capital requirements, financial product and market mechanism

2. Meticulous, versatile and possess good interpersonal skills

3. Able to work independently with minimal supervision

4. Proficient with Microsoft office. Programming skills in one language, e.g. VBA, is an added advantage.

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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