Senior Credit Risk Model Analyst

uobgroup; Kuala Lumpur; On-site; MYR 90,000 - 130,000; Full time

Job summary

United Overseas Bank (Malaysia) Bhd is seeking a mid-level Credit Risk Model Analyst to lead the annual reviews of credit rating models and to develop and maintain industry-leading risk models in line with Basel and MFRS requirements.

You will work with business experts to gather insights, socialize model approaches, and prepare documentation for regulatory submissions. Strong programming and data modelling skills are essential.

Qualifications

• Degree in Statistics, Actuarial Science or Economics.
• 3–4 years of relevant experience.
• Experience with SAS, Python or ML modelling.
• Knowledge of regulatory requirements on risk models.
• Understanding of credit underwriting process.
• Strong statistics and maths background.
• Programming skills in data handling and modelling.
• Familiarity with relational databases and data models.

Responsibilities

• Prepare credit rating model annual reviews.
• Develop and maintain credit risk models for WB portfolio.
• Collaborate with business experts for insights in model development and data analytics.
• Present analyses and model results to working group and management.
• Prepare user requirements, review specifications and perform User Acceptance Testing.
• Produce model performance monitoring reports for timely reporting to management.

Skills

SAS

Python

Machine Learning

Statistics

Data handling

Relational databases

Project management

Education

Degree in Statistics/Economics/Actuarial Science

Job description

United Overseas Bank (Malaysia) Bhd is seeking a mid-level Credit Risk Model Analyst to lead the annual reviews of credit rating models and to develop and maintain industry-leading risk models in line with Basel and MFRS requirements.

You will work with business experts to gather insights, socialize model approaches, and prepare documentation for regulatory submissions. Strong programming and data modelling skills are essential.