MGR-AVP, Credit Risk Modeler
UOB · Kuala Lumpur, Malaysia · 3mo ago
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.
Job Description
- Corporate Rating models, which includes the Basel II’s 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/Bachelor’s 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
Develop, Engage, Execute, StrategiseBe a Part of the UOB Family
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