Modelling Analyst

UOB; Pulau Untung Jawa; On-site; IDR 350,000,000 - 800,000,000; Full time

Job summary

UOB Indonesia is seeking a senior IFRS9 analytics professional to develop, validate, and maintain IFRS9 credit risk models across regional markets.

You will collaborate with regional risk modelers, drive validation and deployment, and support regulatory requirements while delivering analyses to senior management. Candidates should have 8+ years in IFRS9 modelling, strong SAS/SQL/R/Python skills, and the ability to communicate complex results clearly.

Qualifications

• 8+ years IFRS9 modeling/validation experience in banking.
• Ability to clearly communicate model performance metrics to diverse audiences.
• Ability to manage multiple projects with minimal supervision.
• Team player with cross-functional collaboration and strong communication.
• Strong computing skills: SAS, SQL; familiarity with R/Python; MS Office tools.

Responsibilities

• Develop, maintain and validate IFRS9 models for credit risk and performance across regional markets.
• Collaborate with regional credit risk modelers to drive model development and validation; justify results to stakeholders.
• Support data, analytics, and datamart enhancements; provide business requirements and assist UAT.
• Present models to senior management and regulators; obtain sign-offs and approvals as needed.
• Keep up-to-date with Basel II/IV, IFRS9 and regulatory ethics standards.

Skills

IFRS9 modelling

Model validation

Stakeholder communication

Multi-project management

Cross-functional teamwork

Education

Bachelor's degree in Banking & Finance/Statistics/CS

Tools

SAS

Enterprise Guide

Enterprise Miner

SQL

R

Python

VBA

Job description

Company: 3111 UOB Indonesia

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

Responsibilities

• Responsible for developing, maintaining, and validation of IFRS9 models to support credit risk and performance management across the regional markets.
• Partner with regional credit risk modelers to drive model validation & model development; and provide justification / explain the validation results to various stakeholders.
• Work closely with various stakeholders in Group and regional countries to support credit risk analytics for IFRS9 models usage and optimization.
• Keep up to date on changes to regulatory requirements and minimum standards of model development (Basel II, Basel IV, FRS9), including compliance to regulatory ethics standards (FEAT).
• Provide business requirement document, support UAT, and deployment of models, as well as datamart enhancement initiatives.
• Provide regular and ad-hoc analyses and reports to senior management, regulators, and other key stakeholders.
• Present models to senior management and stakeholders, obtain model signoffs, and where relevant, seek regulator’s approval for new models

Requirements

• > 8 years of experience in IFRS9 model development/validation, or similar analytic roles, preferably in a business banking (i.e. Retail SME) environment.
• Ability to clearly communicate technical model performance metrics in an easy-to-understand manner and tailoring them to different audiences
• Ability to handle multiple projects with minimal supervision.
• Team player who can work well with cross functional teams in Group and regionally, good communication skills (verbal and written) and self-motivated.
• Strong computing skills: SAS - Programming, Enterprise Guide, Enterprise Miner; SQL and database familiarity; MS Office applications, including advanced spreadsheet functionalities. Competency in R, Python and VBA will be an added advantage
• A good degree in Banking & Finance, Financial Engineering, Statistics, Computer Science, or equivalent

Additional Requirements

Develop, Engage, Execute, Strategise

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.