About UOBUnited 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
Leading daily IRRBB limits monitoring, including PV01 and product mandate oversight for GM Banking Book (GMP and MRL LUTs), and ensuring appropriate limit setup.
Overseeing weekly PV01 monitoring and product mandate compliance for CTU’s Commercial Book.
Managing IRRBB RAS metrics (EVE/NII), including limit calibration and back testing to ensure alignment with the bank’s risk appetite.
Validating IRRBB models and maintaining parameters to ensure model integrity and regulatory compliance.
Reviewing and signing off on monthly BOT regulatory reports and management reporting (ALCO and BROC).
Providing the analysis and highlight the concern in ALCO and ALWC on IRRBB related matter
Leading UAT activities, including testing of new GM products, ERM enhancements, Robotic Process Automation (RPA) and Trade Voyager system implementation.
Providing strategic input into Product Program Reviews across GM and Commercial Book portfolios.
Overseeing Policy and Framework Reviews, including limit and mandate review, RCP and Crisis Management Playbook, ensuring alignment with internal governance and regulatory standards.
This position requires a senior-level professional with deep technical knowledge, leadership capability, and the ability to engage with senior stakeholders across Risk, Finance, and Business Units.หมายเหตุ : ธนาคารมีความจำเป็นจะต้องดำเนินตรวจสอบและเก็บข้อมูลประวัติอาชญากรรมของผู้สมัครในตำแหน่งงานนี้เพื่อตรวจสอบคุณสมบัติหรือลักษณะต้องห้ามตามนโยบายของธนาคารRemark: The Bank requires the checking and collection of criminal records for candidates of this position in order to verify qualifications and/or disqualifications for the job position in accordance with the Bank’s policy.Additional RequirementsBe a Part of the UOB FamilyUOB 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.Apply now and make a Difference