Risk Analyst, Market Risk Management

Company: 2201 United Overseas Bank (Malaysia) Bhd

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

• Generate trading risk reports and daily P&L, ensuring timely and accurate reconciliation between treasury systems and the GL.
• Perform daily analysis of market risk exposures, sensitivities, and P&L, including commentary, attribution analysis, and limit monitoring across interest rate, FX, commodity, and equity products.
• Perform VaR, stress testing and backtesting, including ICAAP and regulatory stress test.
• Prepare monthly reports, ALCO report, monthly valuation reserves, market risk capital report and management executive summary.
• Ensure monthly balance sheet and P&L positions are accurately reported, including identification and resolution of gaps between Front Office P&L (treasury system) and GL adjustments.
• Works with Front Office traders, Business Management Support, IT, Finance, Back Office and Head Office on any issues related to market risk.
• Responsible for market risk monitoring tools development and reporting process enhancement.
• Participate in projects, process change, treasury system UAT and new product testing.
• Assist in regular review and maintenance of market risk limit and mandate to ensure the accuracy of limit monitoring reports.
• Assist in timely review of market risk guidelines and risk governance process.

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.

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