Vice President, Treasury Analytics and Hedging, Group Corporate Treasury

Company: 1011 United Overseas Bank Ltd

About UOB

United Overseas Bank Limited (UOB) is a leading bank in ASEAN with a global network in Southeast Asia, Asia Pacific, Europe and North America. Operating through our head office in Singapore and banking subsidiaries in China, Indonesia, Malaysia, Thailand and Vietnam, we have a global network of about 430 branches and offices in 19 markets. At the heart of UOB is our culture, shaped by the UOB Way and anchored on our four values – Honourable, Enterprising, United and Committed. For more than 90 years, these values have guided how we do right by our customers, collaborate with one another and create long-term value for the communities we operate in. As One Bank, we are committed to helping our colleagues build sustainable careers grounded in purpose, supported by strong values, and enriched with meaningful opportunities to grow.

Job Description

About the role

The successful candidate will be responsible for the analysis and profiling of structural interest rate and liquidity risks arising from the Group’s commercial banking book. The role will also formulate structural interest rate hedging recommendations, support senior management decision-making, and collaborate with relevant stakeholders to implement approved hedging strategies.

Key Responsibilities:

Structural Interest Rate and Liquidity Risk Analytics

• Lead the production and analysis of repricing gap and structural liquidity gap profiles for the Group's commercial banking book.
• Perform Net Interest Income (NII) simulations under various interest rate scenarios, balance sheet growth assumptions, and product mix changes across jurisdictions.
• Assess the impact of behavioural assumptions relating to non-maturity deposits, loan prepayments, and product repricing characteristics.

• Perform backtesting and variance analysis by comparing model assumptions against observed customer behaviour and business outcomes.

• Partner with stakeholders to identify enhancement opportunities and continuously improve balance sheet risk profiling, methodologies, and analytics capabilities.

Interest Rate Hedging Strategies

• Formulate and recommend structural interest rate hedging strategies.
• Coordinate implementation of approved hedging strategies with relevant stakeholders.
• Establish ongoing monitoring of hedge performance and recommend rebalancing actions.
• Assess implications of changing market conditions, interest rate outlooks, and business strategies on structural hedging requirements.

Requirements

• 8-12 years of relevant banking experience in Corporate Treasury, Asset and Liability Management, Balance Sheet Management, Treasury Risk or related function.
• Demonstrated capability in interest rate repricing analysis, structural liquidity gap analysis, NII simulation or structural hedging.
• Degree qualified in Finance, Accounting or equivalent field, with knowledge in statistical analysis and financial modelling.
• Excellent analytical and problem-solving skills.
• Able to communicate well and collaborate with all levels of stakeholders.
• Able to work with large and complex datasets and translate findings into meaningful insights and recommendation.
• Advanced proficiency in Microsoft Excel and PowerPoint.
• Working knowledge of Python or other data analytic tools.

Additional Requirements

Be a Part of the UOB Family

UOB 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

Welcome to UOB Careers!

Together, Let’s Build the Future of ASEAN

We value our people and invest in them as we look to fulfil our purpose of building the future of ASEAN. We seek to create a collaborative and progressive environment for them to succeed in their careers for the long term.
Explore career opportunities with us today.

About Us

UOB is rated as one of the world's top banks, ranked 'Aa1' by Moody's Investors Service and 'AA-' by both S&P Global and Fitch Ratings. With a global network of 500 branches and offices across 19 countries in Asia Pacific, Europe and North America.

In Asia, we operate through our head office in Singapore and banking subsidiaries in China, Indonesia, Malaysia, Thailand and Vietnam, as well as branches and offices throughout the region.

Career Site: UOB Career site