VP, Treasury Analytics & Structural Hedging

United Overseas Bank Limited; Singapore; On-site; SGD 180,000 - 260,000; Full time

Job summary

1011 United Overseas Bank Ltd in Singapore is seeking an experienced professional to analyze and profile structural interest rate and liquidity risks arising from the Group’s commercial banking book. You will formulate hedging recommendations and support management decisions.

The role involves leading analytics, backtesting, and collaboration with stakeholders to implement hedging strategies and monitor hedge performance across jurisdictions.

Qualifications

• Degree qualified in Finance, Accounting or equivalent field.
• Excellent analytical and problem-solving skills.
• Advanced proficiency in Microsoft Excel and PowerPoint; working knowledge of Python or data analytic tools.

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 and balance sheet growth assumptions.
• Assess impact of behavioural assumptions on non-maturity deposits and product repricing characteristics.
• Perform backtesting and variance analysis against observed data.

Skills

Excel

PowerPoint

Python

Education

Finance/Accounting degree

Equivalent field

Tools

Excel

PowerPoint

Python

Job description

1011 United Overseas Bank Ltd in Singapore is seeking an experienced professional to analyze and profile structural interest rate and liquidity risks arising from the Group’s commercial banking book. You will formulate hedging recommendations and support management decisions.

The role involves leading analytics, backtesting, and collaboration with stakeholders to implement hedging strategies and monitor hedge performance across jurisdictions.