About
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.
Job Description
- Manage BASEL II Credit Risk Model (global and local models)
- Develop and manage IFRS 9 Model and Parameter
- Perform various Credit Risk Stress Tests (local, group and regulator)
- Manage Early Warning System Model (co-championed with Wholesale Portfolio Analytics)
- Provide monthly reports for local and group stakeholders
- Conduct a refreshment on relevant Credit Risk Model topics
- Provide helpdesk service especially for Credit Risk Model related
Requirements
- Have an undergraduate/graduate degree in an analytical discipline (e.g. math, statistics, engineering or finance) however other disciplines will be considered
- Data, analytic and metrics oriented. Exposure on statistic tools such as R, Python SAS, SQL analytical tools or advanced MS Excel skills is preferable
- Experience in credit risk (as an RM or Credit Analyst) is plus point
- Good communication and confidence (with stakeholders at all levels), project management and problem solving skills
- Work well under pressure and ability to work to the tight deadline
- Proficient in English, both verbal and writing