AVP, Risk Analytics and Modelling, Group Retail

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

Assistant VP, Risk Analytics and Modelling, Group Retail

• Perform Extensive backtesting
• Retailed to ensure Behavior and Application scorecards are Fit for Use. Analysis required to be performed include :
  • KS/AR analysis
  • Characteristic Analysis
  • PSI
• For IFRS9 the Analysis would require assessing the following :
  • Validation of Macroeconomic models
  • Perform validation on the PD,LGD and EAD estimates for the various portfolios and ensure the estimates are fit for use on the various portfolios
  • Enhance and develop new IFRS9 models where required
• For BASEL the Analysis would require assessing the following :
  • Perform validation on the PD,LGD and EAD estimates for the various portfolios and ensure the estimates are fit for use on the various portfolios
  • Enhance and develop new basel models and estimates where required
• The candidate will be responsible validating and monitoring risk scorecards as and where required.
• Support UAT and deployment of models, as well as analytics datamart enhancement initiatives
• Generate, analyse and monitor scorecard performance reports and booking profiles.

Additional Requirements

Be 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.

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