Senior Officer, Market Data Analytics, Group Risk Management
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 â€” 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 Groupâ€™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.
â€¢ Responsible for market data processes which includes 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.
â€¢ 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)
â€¢ Reviewing the current market data curve and surface configuration in WSS and GMP to ensure accuracy and adherence to market convention
â€¢ Participate in strategic projects to consolidate and automate the market data processes
â€¢ Automate manual processes
â€¢ A degree in a numerate subject such as engineering, statistics or mathematics. Candidates with strong academic results from other disciplines may be considered
â€¢ Hardworking and a team player
â€¢ Excel VBA
â€¢ Willing to work on public holidays to support overseas branches
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United Overseas Bank Ltd (UOB)