MGR-AVP, Credit Risk Modeler

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 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.

Job Description

• Corporate Rating models which includes the Basel IIs PD EAD and LGD estimates and MFRS 9 Models PD EAD and LGD and MEV models
• To be involved in Basel 3 Reform EL and RWA MFRS 9 and for Wholesale Banking Portfolio.
• To conduct Bottoms up Stress Test for Wholesale Banking Portfolio and assess the Potential Vulnerable Accounts.
• To conduct Climate Risk Stress Test for Wholesale Banking portfolio in line with BNM requirements which encompass both the Transition Risk and Physical Risk for Wholesale Portfolio.
• To obtain endorsement and approvals for model reviews from both internal and Group senior management

Requirements

• A recognized PHD/ Masters/Bachelors Degree in a quantitative discipline Mathematics Actuarial Statistics Finance Financial Engineering or Engineering degree
• Preferably >5 years working experience in Credit Model Environment
• Have some experience in building AI models with Python coding capabilities.
• Strong analytical and statistical skills with experience in statistical modeling would be highly desirable.
• Ability to multi-task and manage a number of differing tasks ensuring that effective communication is maintained.
• Ability to work under tight deadlines is necessary.

Additional Requirements

Be a Part of the UOB Family

UOB is an equal opportunity employer. UOB does not discriminate on the basis of a candidates 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.

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