Quant jobs / United Overseas Bank

Manager, Market Risk Management

Analyse market risks and maintain risk methods at UOB. Work covers stress scenarios, limits and review of derivative and structured-product exposures.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Monitor exposures and investigate trading-limit breaches.
Run stress scenarios and assess capital implications.
Review model, data and risk-system improvements.

What they ask for

Required

VaR and sensitivity methods
Financial products and markets
Risk systems
Basel and MAS requirements
Technical communication

Preferred

FRM or CFA

Education: Bachelor’s or master’s in a subject such as financial engineering, quantitative finance, economics or finance.
Experience: At least 2–3 years in market risk, preferably at a financial institution.
Languages and tools: Murex
Kondor+
Bloomberg
Markets: fixed-income, fx, equities, commodities

How to prepare

Backtest a VaR calculation across changing market conditions.
Stress a multi-asset book for correlated shocks.
Write a risk-limit escalation with supporting model evidence.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on United Overseas Bank’s site before applying: requirements, location and pay can change after we check them.

View the posting on United Overseas Bank’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with United Overseas Bank and doesn’t handle applications.