VP Modeler, Portfolio Risk & Analytics (Kuala Lumpur)

UOB; Kuala Lumpur; On-site; MYR 240,000 - 420,000; Full time

Job summary

United Overseas Bank (Malaysia) Bhd is seeking a VP Modeler to design, develop, and implement quantitative models for credit risk and related areas, ensuring regulatory compliance and robust validation.

The role emphasizes collaboration across risk, IT, and business units, with responsibilities spanning model governance, performance monitoring, and communication of complex results to diverse stakeholders. Onsite in Kuala Lumpur.

Qualifications

• Degree, Master’s or PhD in a quantitative field (e.g., Actuarial Science, Finance, Math).
• Proven 3+ years of quantitative modeling experience in financial services, preferably banking.
• Proficiency in Python or SAS.
• Strong knowledge of Basel III and IFRS 9; financial products and risk concepts.
• Experience with regression, time-series, ML, and stochastic processes.
• Excellent analytical, communication, and teamwork skills.

Responsibilities

• Design, develop, and implement quantitative models for credit risk and other relevant areas.
• Perform model validation including back-testing and stress testing.
• Document methodologies, assumptions, limitations, and results clearly.
• Collaborate with business units, risk management, and IT to integrate models.
• Monitor model performance and recommend adjustments.
• Stay updated on industry trends and regulatory changes.
• Contribute to model governance frameworks.
• Present model concepts to technical and non-technical stakeholders.

Skills

Python

SAS

Quant modeling

Regressions

Time series

Machine learning

Communication

Education

Master's or PhD in a quantitative field

Tools

Python

SAS

Job description

United Overseas Bank (Malaysia) Bhd is seeking a VP Modeler to design, develop, and implement quantitative models for credit risk and related areas, ensuring regulatory compliance and robust validation.

The role emphasizes collaboration across risk, IT, and business units, with responsibilities spanning model governance, performance monitoring, and communication of complex results to diverse stakeholders. Onsite in Kuala Lumpur.