Senior Market Risk Management Officer at United Overseas Bank Limited Co

Bangkok, , Thailand -

Full Time

Start Date

Immediate

Expiry Date

13 Oct, 26

Salary

0.0

Posted On

15 Jul, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Market Risk Management, VaR, Stress Testing, Scenario Analysis, Capital Computation, Quantitative Modeling, Statistical Analysis, Python, R, MATLAB, Excel VBA, Basel III, IRRBB, Financial Derivatives, Risk Reporting, Problem Solving

Industry

Banking

Description

Company: 2501 UOB (Thai) Public Company Limited 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 The role would involve ensuring timely and accurate delivery of reporting and monitoring of Global Markets business activities. You will be part of a team which is responsible for: VaR and Stress testing, including ICAAP and supervisory stress testing Monitoring of trading exposures to highlight key portfolio risks and areas of high limits utilization. Market Risk Capital computation, including regulatory market risk capital computation and implementation of new regulatory market risk framework. Implementation of controls and processes to ensure adherence to market risk policies and guidelines. Be a key contact point for market risk issues, interacting with Treasury front office traders, Finance, Product Controllers and Group Head Office counterparts. Job Qualifications: Bachelor's degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field. A Master's degree or CFA/FRM certification is highly preferred. Minimum of 7-10 years of experience in market risk management within a financial institution, preferably in the banking sector. Strong understanding of financial products, derivatives, and market dynamics across various asset classes. Proven expertise in market risk measurement techniques, including VaR, stress testing, and scenario analysis. Proficiency in quantitative modeling and statistical analysis, with experience in relevant software (e.g., Python, R, MATLAB, Excel VBA). In-depth knowledge of regulatory requirements related to market risk (e.g., Basel III, IRRBB). Excellent analytical, problem-solving, and decision-making skills. Strong communication and presentation skills, with the ability to articulate complex risk concepts clearly and concisely to diverse audiences. Ability to work independently and as part of a team in a fast-paced and dynamic environment. Good Command in English and Thai. หมายเหตุ : ธนาคารมีความจำเป็นจะต้องดำเนินตรวจสอบและเก็บข้อมูลประวัติอาชญากรรมของผู้สมัครในตำแหน่งงานนี้เพื่อตรวจสอบคุณสมบัติหรือลักษณะต้องห้ามตามนโยบายของธนาคาร Remark: The Bank requires the checking and collection of criminal records for candidates of this position in order to verify qualifications and/or disqualifications for the job position in accordance with the Bank’s policy. Additional Requirements Be a Part of the UOB Family 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. Apply now and make a Difference Together, Let’s Build the Future of ASEAN We value our people and invest in them as we look to fulfil our purpose of building the future of ASEAN. We seek to create a collaborative and progressive environment for them to succeed in their careers for the long term. Explore career opportunities with us today. UOB is rated as one of the world's top banks, ranked 'Aa1' by Moody's Investors Service and 'AA-' by both S&P Global and Fitch Ratings. With a global network of 500 branches and offices across 19 countries in Asia Pacific, Europe and North America. In Asia, we operate through our head office in Singapore and banking subsidiaries in China, Indonesia, Malaysia, Thailand and Vietnam, as well as branches and offices throughout the region. Career Site: UOB Career site

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Responsibilities

Ensure the timely delivery of reporting and monitoring for Global Markets business activities, including VaR and stress testing. Manage market risk capital computation and maintain controls to ensure adherence to risk policies and guidelines.