Senior Officer, BSRM/ Limit Reporting & Monitoring

United Overseas Bank Limited (UOB); Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A leading bank in Asia is seeking a qualified candidate to join their modelling and customer analytics team. The role requires strong quantitative skills and experience in financial engineering, mathematics, or statistics. Responsibilities include developing advanced models for risk management and ensuring data integrity. Proficiency in SAS and Python is preferred. Join a collaborative team focused on delivering analytical insights for effective asset and liability management.

Qualifications

• Quantitative experience in a financial institution.
• Holder of FRM/PRM certification is an advantage.
• Strong analytical mind.

Responsibilities

• Support modelling and customer analytics team.
• Develop modelling methodology and verify assumptions.
• Maintain liquidity and banking book interest-rate risk models.
• Ensure data accuracy and integrity.
• Source and maintain required customer data for studies.
• Work with stakeholders to enhance data analytics.

Skills

SAS

Python

Microsoft Excel

Microsoft Access

Analytical skills

Education

Ph.D/Master/Bachelor in Financial Engineering, Mathematics, or Statistics

Job description

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.

Job Description

You will be part of a team within BSRM that is responsible for models in the banking book and customer analytics. This modelling includes development and maintenance of risk models, assumption studies and review for the Bank Group, including subsidiaries and overseas branches and agencies. The customer analytics focuses on centralized enterprise level advanced customer analytical studies to drive a holistic asset and liability management through data-driven statistical analysis.

Roles and Responsibilities

• Support the modelling and customer analytics team in delivery the modelling and studies KPIs.
• Develop modelling methodology (e.g. machine learning, time series), verify assumptions, conduct studies as per regulatory and balance sheet risk management requirement.
• Maintain liquidity and banking book interest-rate risk models (Non-Maturity Deposit Behavior Models etc.). Responsible for conducting statistical analysis, generating statistical summaries, back testing liquidity assessments. Annual review the existing models with Risk Analytics Department and Audit and ensure their robustness by considering best market practice and changing regulatory, markets and business activity.
• Ensure data accuracy, quality and integrity at all times. Work closely with project team to ensure the implementation of the balance sheet risk models in the Enterprise Risk Management system.
• Source and maintain required customer data for the analytical studies to support Central Treasury for holistic asset and liability management decisions.
• Work with key stakeholders Central Treasury and Product Groups to identify areas to build/enhance advanced data analytics.

Requirements

• Ph.D/Master/Bachelor majoring in Financial Engineering, Mathematics, Statistics or equivalent professional certifications with relevant quantitative experience in a financial institution, holder of FRM/PRM will have an advantage.
• Candidate familiar with SAS and Python language will have an advantage.
• Team player, self-motivated and resourceful.
• Numerically inclined with a strong analytical mind.
• Highly proficient in the use of Microsoft Excel and Access.

Additional Requirements

Be a Part Of the UOB Family

Equal Opportunity Statement

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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