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17 July 2019
Job ID: BK-110631
Credit Risk Management (Manager - AVP)

Job Description

  • For new products – to liaise with relevant parties (e.g. in-country Global Markets, Legal, Operations) to assess credit risk such products & work together with Group Credit Risk Management to define credit risk treatment (i.e. type of risk limits required & credit exposure chalking).
  • For existing products already traded by head office – to review the mapping of such products to the existing risk treatment in Counterparty Credit Risk System (CCRS). Identify & highlight potential variation of the product characteristics & trade processes from those currently traded in head office.
  • Provide guidance to Business/GMO on the appropriate counterparty limit hierarchy structure to be set up in CCRS for special cases (e.g. share limits, funds/sub-funds)
  • Provide guidance to Business on migration of existing limits to new limit structure/grouping in CCRS
  • Address local in-country regulatory requirements/expectations while ensuring alignment with overall Group approach/methodology
  • Review user functional requirements to ensure that the documentation is complete, up-to-date & accurate.

User functional & data migration testing

  • Define test cases for user acceptance testing to ensure comprehensive coverage of products & variations within same product.
  • Perform user acceptance testing to ensure that the credit exposure for all products are correctly captured & computed in CCRS. This includes ensuring that exposure at trade level is correctly aggregated to the counterparty level taking into consideration any ISDA/CSA/GMRA.
  • Perform trade reconciliation testing to ensure that the trades interfaced to CCRS are complete & key info (e.g. maturity date, notional amount) are correctly captured in CCRS.
  •  Perform risk reconciliation testing to ensure that the correct type of risk limits (e.g. pre-settlement risk, settlement risk, issuer risk) are correctly chalked by each trade.
  • Follow-up with the relevant parties (e.g. Murex, BTS) to ensure timely investigation & resolution of issues highlighted with tight project timelines.

 

Requirements

  • Degree in Banking & Finance, Business, or Quantitative-related discipline with at least 3 years of relevant experience in the financial industry
  • Prior experience with IT projects related to treasury systems
  • Good knowledge of derivative products, trading systems, and counterparty credit risk measurement & computation
  • Strong team player who possesses drive and initiative, excellent communication skills, and able to work independently under pressure and tight timelines

  

If you require more information, please contact Khun Woranan
Only shortlisted candidates will be notified.


Job Details:

United Overseas Bank (Thai) Public Company Limited (UOB)
https://www.uob.co.th/
United Overseas Bank (Thai) Public Company Limited is a member of the United Overseas Bank Group, which aims to be a premier bank in the Asia – Pacific Region. With over 150 branches across Thailand, and supported by UOB Group’s extensive network of over 500 offices in 18 countries and territories, the Bank is well-positioned to play a significant role in the continued growth of the Thai economy and the banking & financial industry. We are seeking committed, energetic individuals who believe in being rewarded for performance, who want to grow in their careers, while at the same time, contribute to UOB’s exciting growth in Thailand.

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