Senior Officer, BSRM/ Limit Reporting & Monitoring

UNITED OVERSEAS BANK LIMITED; Singapore; On-site; SGD 80,000 - 100,000; Full time

Job summary

A leading financial institution in Singapore is seeking a team member for banking analytics focusing on risk models and customer analytics. The role involves developing methodologies, maintaining models, ensuring data quality, and collaborating with stakeholders for enhanced data-driven decisions. Candidates should possess a strong quantitative background, preferably with relevant certifications. Familiarity with tools like SAS and Python is an advantage. This position offers an excellent opportunity to contribute to critical financial analytics projects.

Qualifications

• Ph.D/Master/Bachelor majoring in relevant quantitative fields.
• Familiarity with SAS and Python is preferred.
• Strong analytical skills and a team player.

Responsibilities

• Support modelling and customer analytics team in KPIs delivery.
• Develop and verify modelling methodologies for studies.
• Maintain interest‑rate risk models and conduct statistical analysis.
• Ensure data accuracy and integrity for risk management.
• Source required customer data for analytical studies.
• Collaborate with stakeholders on advanced data analytics.

Skills

SAS

Python

Microsoft Excel

Microsoft Access

Quantitative analysis

Education

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

Job description

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.