VP, Portfolio Modeling & Credit Risk Analytics

UOB; Kuala Lumpur; On-site; MYR 180,000 - 260,000; Full time

Job summary

United Overseas Bank (Malaysia) Bhd is seeking a senior quantitative risk modeler in Kuala Lumpur to design and implement credit risk models aligned with Basel III and IFRS 9. You will validate models through back-testing and stress testing, document methodologies, and collaborate with risk, IT, and business teams.

You will present results to diverse stakeholders and contribute to governance frameworks. A strong quantitative degree and 3+ years of financial modeling experience are required.

Qualifications

• 3+ years of quantitative modeling experience in financial services, preferably banking.

Responsibilities

• Design, develop, and implement quantitative models for credit risk and related areas, adhering to regulatory standards and best practices.
• Perform thorough model validation (back-testing, stress testing, sensitivity/scenario analyses) to assess performance and robustness.
• Document model methodologies, assumptions, limitations, and validation results clearly.
• Collaborate with risk, business, and IT to understand requirements and integrate models into systems and processes.
• Monitor model performance and suggest adjustments or enhancements as needed.
• Stay updated on industry trends, regulatory changes, and modeling advancements.
• Contribute to model governance frameworks and policies.
• Present complex model concepts and results to both technical and non-technical stakeholders.

Skills

Analytical thinking

Problem solving

Communication

Team collaboration

Education

Quantitative degree (Actuarial Science, Finance, Math, Stats, Economics, CS)

Tools

Python

SAS

Job description

United Overseas Bank (Malaysia) Bhd is seeking a senior quantitative risk modeler in Kuala Lumpur to design and implement credit risk models aligned with Basel III and IFRS 9. You will validate models through back-testing and stress testing, document methodologies, and collaborate with risk, IT, and business teams.

You will present results to diverse stakeholders and contribute to governance frameworks. A strong quantitative degree and 3+ years of financial modeling experience are required.