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Assistant Vice President / Manager, Group Risk Management - Market Risk Management in Singapore at UOB Group

Date Posted: 5/15/2018

Job Snapshot

Job Description

Functional area: Risk Management
Employment type: Full-time
Job Type: Permanent

Job Description
 
The candidate for Market Risk Regulatory Capital computation and reporting role will be responsible for monthly Risk Weighted Assets (RWA) reporting according to MAS 637 regulation. Specific tasks for this role include, but not limited to:
  • Production of monthly RWA reports ensuring accurate submission of numbers to internal and external stakeholders.
  • Provide analysis, commentary and reconciliation as required part of RWA reporting.
  • Explain monthly/quarterly/annual movements through business, risk drivers, methodology and/or regulatory changes.
  • Work with IT teams to develop Business Requirement Document (BRD) for strategic reporting tools and perform User Acceptance testing (UAT).
  • Involve in Basel/MAS RWA implementation projects.
  • Support internal/external Audit and supervisory reviews and ad hoc queries.
Job Requirements 
  • Work experience in regulatory reporting or accounting within banking/capital market space.
  • Knowledge of Basel/MAS 637 capital requirements is an advantage.
  • Experience in RWA reporting for local banks preferred.
  • Deep understanding of financial products from accounting, product control and/or regulatory treatment perspective.
  • Solid technical skills of Microsoft Office Word, Excel, VBA and Access.
  • Degree in Mathematics, Accounting or Finance.