AVP/MGR, Basel Credit & Market Risk UAT Support, Financial Information Management, Group Finance

  • Competitive
  • Singapore
  • Permanent, Full time
  • United Overseas Bank
  • 19 Sep 17

AVP/MGR, Basel Credit & Market Risk UAT Support, Financial Information Management, Group Finance

Job responsibilities:

We are looking for a suitably qualified candidate to join the Finance Information Management within Group Finance. You will support the Group's Basel Credit & Market Risk system. Your specific responsibilities include:

• Analyse and plan the user acceptance testing of credit & market risk related change requests and minor projects
• Perform test preparation and execution tasks, including configuration of the Moody's Analytics Risk Authority software to support the credit/market risk testing cycles
• Conduct functional validation of system changes, including data transport from Data Warehouse to Risk Authority, calculations of the EAD, RWA, EL, CVA risk components and generation of the Basel Pillar 1, Leverage Ratio reports
• Conduct financial verification of Group-level results

Job requirements:

• Degree in Finance/Banking or related discipline
• Minimum of 3 years working experience in the banking/financial services industry is required, with exposure and participation in at least 1 major project
• Understanding of the MAS Notice 637 governing Basel credit and market risk
• Experience in financial reporting of Basel Credit & Market Risk based on MAS Notice 637
• Familiarity with the Moody's Risk Authority software module for credit and market risk is an added advantage
• Sound knowledge of banking products, including Loans, Overdrafts, Trade Finance and Treasury instruments
• Good understanding of change management, regulatory changes and the reporting cycle
• Able to oversee and drive test execution activities based on endorsed Test Plans, as well as track, manage and escalate issues
• Experience in conducting UAT, logging errors and documenting test scripts, results and findings
• Experience with use of analytics tools such as OBIEE and QlikView is a plus