Vice President, Treasury Analytics and Hedging, Group Corporate Treasury
UOB · Central Region (City Area)
Full-timeonsiteleadFinanceFinance
รายละเอียดงาน / Description
Based in Singapore, this role oversees structural interest rate and liquidity risk profiling across the commercial banking book. You will formulate proactive interest rate hedging strategies, conduct detailed net interest income simulations, and provide data-driven recommendations to leadership. Collaborating with cross-functional teams, you will continuously enhance balance sheet analytics capabilities and evaluate model performance.
หน้าที่ความรับผิดชอบ / Responsibilities
- Lead structural liquidity gap and interest rate repricing gap analyses for the banking portfolio.
- Run net interest income simulations across various economic scenarios and balance sheet assumptions.
- Evaluate behavioural assumptions including loan prepayments and non-maturity deposit trends.
- Execute backtesting and variance analysis to validate models against actual customer behaviors.
- Design and recommend structural interest rate hedging strategies to executive management.
- Coordinate the execution and ongoing performance monitoring of authorized hedge structures.
คุณสมบัติ / Qualifications
- 8 to 12 years of experience in Corporate Treasury, ALM, or balance sheet risk management.
- Bachelor's degree in Finance, Accounting, or a related quantitative field.
- Proven track record with interest rate risk profiling, liquidity gaps, or hedging solutions.
- Advanced capabilities in financial modeling and statistical analysis using Microsoft Excel.
- Strong communication skills to articulate insights to stakeholders across various seniority levels.
- Familiarity with Python or comparable data analytics platforms.
ทักษะที่ต้องการ / Required skills
- Asset and Liability Management
- Balance Sheet Management
- Interest Rate Risk
- Financial Modeling
- Corporate Treasury
- Liquidity Risk
- Microsoft Excel
ทักษะเพิ่มเติม / Nice to have
- Python
- Data Analytics