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Posting Date:  01-Apr-2021

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

Market Risk and Product Control is the function in Group Risk Management responsible for P&L Reporting and Attribution, P&L Reconciliations,Valuation Controls,Market Data and Book Controls and Structured Products governance,risk computation,monitoring and management.The Valuation Control-Market Data Team is responsible for ensuring the quality and timeliness of market data used by the bank's treasury systems are of a high standard.

Job Responsibilities

  • Responsible for market data processes which include equities, commodities, credit derivatives, rates and FX. The market data process involves extracting, reviewing, cleaning and uploading volatilities and rates into the bank's various trading systems.
  • Reviewing and documenting the various intermediate rates computations (multi-curve bootstrapping, equity and commodity forward curves, FX, equity, interest rate and commodity volatility curve building) performed by the bank's treasury system (GMP, WSS etc.).
  • Reviewing the current market data curve and surface configuration in WSS and GMP to ensure accuracy and adherence to market convention.
  • Participate in strategic projects to consolidate and automate the market data processes.
  • Automate manual processes.

Job Requirements

  • A degree in a numerate subject such as engineering, statistics or mathematics. Candidates with strong academic results from other disciplines may be considered.
  • Hardworking and a team player
  • Excel VBA
  • Willing to work on public holidays to support overseas branches

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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