VP, Structural Rates & Liquidity Analytics & Hedging

UOB; Singapore; On-site; SGD 180,000 - 260,000; Full time

Job summary

UOB is seeking a senior analyst to analyze structural interest rate and liquidity risks in the Group’s corporate banking book. You will develop hedging recommendations and support management with data-driven insights across jurisdictions.

You will lead repricing gap profiling, perform NII simulations, and collaborate with stakeholders to enhance risk analytics, reporting, and decision-making within a dynamic global bank.

Qualifications

• 8–12 years of banking experience in Corporate Treasury, Asset and Liability Management, Balance Sheet Management, Treasury Risk or related function.
• Demonstrated capability in interest rate repricing analysis, structural liquidity gap analysis, NII simulation or structural hedging.
• Degree qualified in Finance, Accounting or equivalent field, with knowledge in statistical analysis and financial modelling.
• Excellent analytical and problem-solving skills.
• Able to communicate well and collaborate with all levels of stakeholders.

Responsibilities

• Lead the production and analysis of repricing gap and structural liquidity gap profiles for the Group’s commercial banking book.
• Perform Net Interest Income (NII) simulations under various interest rate scenarios, balance sheet growth assumptions, and product mix changes across jurisdictions.
• Assess the impact of behavioural assumptions relating to non-maturity deposits, loan prepayments, and product repricing characteristics.
• Perform backtesting and variance analysis by comparing model assumptions against observed customer behaviour and business outcomes.
• Partner with stakeholders to identify enhancement opportunities and continuously improve balance sheet risk profiling, methodologies, and analytics capabilities.

Skills

8-12 years banking experience

Interest rate and liquidity risk

NII simulation

Python / data analytics

Excel & PowerPoint

Stakeholder collaboration

Education

Degree in Finance, Accounting or equivalent

Tools

Python

Microsoft Excel

PowerPoint

Job description

UOB is seeking a senior analyst to analyze structural interest rate and liquidity risks in the Group’s corporate banking book. You will develop hedging recommendations and support management with data-driven insights across jurisdictions.

You will lead repricing gap profiling, perform NII simulations, and collaborate with stakeholders to enhance risk analytics, reporting, and decision-making within a dynamic global bank.