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VP/AVP, Quantitative Business Analyst, Business Management Support, Global Markets in Singapore at UOB Group

Date Posted: 9/18/2018

Job Snapshot

  • Employee Type:
    Full-Time
  • Location:
    Singapore
  • Job Type:
  • Experience:
    At least 5 year(s)
  • Date Posted:
    9/18/2018

Job Description

Functional area: Grp GM - Business Management Singapore
Employment type: Full-time
Job Type: Permanent

Job responsibilities:
 
The candidate will report into the Product Support Department as part of the Quantitative Analytic team and will primarily be responsible to coordinate pricing model validation exercise with Model Validators and Risk Managers for all Global Markets front-end systems.
 
  • Working with front office traders to understand the business needs toward pricing models, including pricing models parameters and the payoff variation of exotic products
  • Engage and work closely with traders, Market Risk and Risk Analytics in specifying the Greeks/Sensitivities methodology, yield curve construction methodology, and the pricing variations in relation to GMP project
  • Translating front office requirements into proper Business Requirements Documents
  • Working with Technology to participate in system design, user acceptance test, troubleshooting and ensuring that front office system needs are being met in any implementation.
  • Continuous engagement with the Risk Analytics, Market Risk and Technology during the project implementation stage to assure the success of model validation stream
  • Regular communications with front office on implementation activities that requires their attention
  • Assure model specifications, pricing variations and Greek/Sensitivities methodology are delivered per the Bank’s requirements and are in line with regulation
  • Collaborate with vendor to resolve model-related issues. Make sure all issues are addressed with effective and efficient manners
  • Provide training on the proper use of Global Markets Platforms
  • Meeting tight deadlines and schedules
  • Ad hoc assignments
 
Job requirements:
 
  • A degree or master in Computational Finance or Financial Engineering
  • A minimum of at least 5 years’ work experience in a banking area or relevant role
  • Knowledge of Treasury Products and Market Risk is a must
  • Knowledge of Treasury applications in particular Murex will be an advantage
  • Strong analytical and problem solving skills
  • Strong presentation and problem-solving skills
  • Strong written and verbal communication skills
  • Good user relationship management
  • End-user focused and empathy
  • Open to MFE graduates (with working experience) who are at Final-Year-Project stage