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Senior Officer, Market Data & Book Control, Product Control & Governance (1-year Contract) in Singapore at UOB Group

Date Posted: 3/1/2018

Job Snapshot

Job Description

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

Job Description 
Product Control and Governance is the function in Group Risk Management, responsible for P&L Reporting and Attribution, P&L Reconciliations, Valuation Controls, Market Data & Book Controls and Structured Products governance. This role is responsible for ensuring the quality and timeliness of market data used by the bank’s treasury systems are of a high standard, as well as the robustness of the portfolio administration process

Key Responsibilities
  • Responsible for market data processes which includes equities, commodities, credit derivatives, rates and FX. The market data process involves extracting, reviewing, cleaning and uploading volatilities and  rates into the Bank’s various trading systems
  • Reviewing and documenting the various intermediate rates computations (multi-curve bootstrapping, equity and commodity forward curves, FX, equity, interest rate and commodity volatility curve building) performed by the Bank’s Treasury system (MUREX, WSS) 
  • Participate in strategic projects to consolidate and automate the market data and portfolio book management processes
  • A degree in a numerate subject such as engineering, statistics or mathematics. Candidates with strong academic results from other disciplines may be considered
  • Some working experience in the Market Risk/Product Control/Middle Office/Treasury Operations although fresh graduates will be considered
  • Hardworking  and a team player
  • Willing to work on public holidays to support overseas branches