AVP, Credit Risk Modeler — Strategic Risk Analytics

United Overseas Bank (Malaysia) Bhd

Kuala Lumpur

On-site

MYR 120,000 - 160,000

Full time

14 days+

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Job summary

United Overseas Bank (Malaysia) Bhd is seeking a Modeler to develop, validate and maintain financial models used in risk management, capital planning and analytics. The role demands strong analytical skills and a solid grasp of financial products and regulatory requirements.

The ideal candidate will have 2–5 years of experience in financial modeling within banking, and proficiency in Python, R, SAS or MATLAB.

Qualifications

Bachelor's or Master's degree in a quantitative field.
2-5 years of experience in financial modeling, preferably in banking/finance.
Proficiency in statistical modeling software/languages (Python, R, SAS, MATLAB).
Strong understanding of financial products, risk management, Basel III/IFRS 9 desirable.

Responsibilities

Develop and implement quantitative financial models (PD, LGD, EAD, market risk, operational risk, stress tests).
Perform model validation activities ensuring soundness and regulatory compliance.
Monitor and recalibrate models to maintain robustness and accuracy.
Document development, validation and maintenance processes per internal standards.
Collaborate with risk managers, business units, IT and internal audit to communicate results and limitations.
Provide analytical support for capital planning, stress testing and strategic initiatives.
Stay updated on industry practices and regulatory changes; contribute to modeling infra and data governance.