Vp, Balance Sheet Risk Management

UOB United Overseas Bank Limited

Singapore
Irrbb limits monitoring and management
Pv01 and product mandate oversight
Eve/nii ras metrics analysis
This role leads daily IRRBB limits monitoring and ensures appropriate limit setup for the GM Banking Book

Job Summary

  • This role leads daily IRRBB limits monitoring and ensures appropriate limit setup for the GM Banking Book.
  • The position requires validating IRRBB models and maintaining parameters to ensure model integrity and regulatory compliance.
  • Candidates will provide strategic input into Product Program Reviews and oversee policy framework reviews across GM and Commercial Book portfolios.

Matching Summary

This role leads daily IRRBB limits monitoring and ensures appropriate limit setup for the GM Banking Book.

Skills & Requirements

Must-have

  • IRRBB limits monitoring and management
  • PV01 and product mandate oversight
  • EVE/NII RAS metrics analysis
  • ALCO and BROC reporting experience
  • UAT activities for system implementation
  • Policy and framework review leadership

Nice-to-have

  • VBA, SQL or SAS language proficiency
  • Strategic input into Product Program Reviews
  • Crisis Management Playbook expertise
  • Strong communication with senior stakeholders
  • Ability to work independently under pressure

Key Requirements

  • Bachelor Degree in Accounting, Business, Finance or related field
  • 5-10 years of work experience in Risk Management or Balance Sheet Management
  • Proficiency in Microsoft Excel, Access, and PowerPoint

Work Rights

Not specified

Tailored Resume

Cover Letter