VP, eFX Quant / Quantitative Analytics, Group Trading, Global Markets
Posting Date: 05-Oct-2021
Location: Raffles Place, Singapore, SG
Company: United Overseas Bank Limited About UOB
United 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. About the Department
The Global Market
function leverages our in-depth knowledge of markets to provide timely financial advice, products and solutions to our clients. Together with our segment managers, we manage our clients' investment, liability and risk management needs through a comprehensive suite of treasury products and services across multiple asset classes. Job Responsibilities
This candidate will join the Quantitative Analytics team and will be researching, implementing and testing ideas to maximize our automated electronic trading capabilities.
- Designing, building and testing the pricing, spreading, risk management and execution models
- Analyse large, high frequency time series data to optimize strategies for pricing and hedging
- Using data to identify new opportunities to increase trading volume and generate new business
- Justify models/algorithms through appropriate backtesting and cross-validation techniques
- Work alongside stakeholders in ideation to implementation stage of tools and models
Be a part of UOB Family
- Postgraduate degree (PhD or Masters) in Mathematics, Data Analytics, Machine Learning, Statistics or related field
- Experience in eFX market and developing eFX algorithms for pricing and hedging
- Proficiency in statistical packages such as Python or R
- Strong statistical foundations and experience in analyzing large time series data
- Excellent interpersonal skills to communicate clearly with traders and able to articulate technical details when working with IT
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.