First VP: Credit Stress Testing & Economic Capital

UOB; Singapore; On-site; SGD 180,000 - 280,000; Full time

Job summary

1011 United Overseas Bank Ltd is seeking a senior specialist for the Credit Risk Management (CCRM) team in Singapore. You will design, develop and enhance credit stress testing and ECAP models, and support ICAAP-related activities within a leading banking group.

The role requires a strong quantitative degree, 10+ years in credit risk modelling, and proficiency in SAS, Python, R and SQL. Excellent communication and stakeholder engagement are essential for success in this cross-functional function.

Qualifications

• Good degree in Math/Stats/Quantitative Finance or related field.
• 10+ years of credit risk modelling experience in banking.
• Proficiency in SAS, Python, R and SQL; strong communication.

Responsibilities

• Design, develop and enhance credit stress testing and ECAP models.
• Maintain monitoring and governance of models; support ICAAP activities.
• Prepare documentation and validation materials for audits and regulators.
• Analyze outputs to provide insights on capital adequacy and risk drivers.
• Support group-wide stress testing exercises and management reporting.

Skills

Analytical skills

Communication

Team work

Problem solving

Education

Quantitative degree (Math/Stats/Finance)

Tools

SAS

Python

R

SQL

Job description

1011 United Overseas Bank Ltd is seeking a senior specialist for the Credit Risk Management (CCRM) team in Singapore. You will design, develop and enhance credit stress testing and ECAP models, and support ICAAP-related activities within a leading banking group.

The role requires a strong quantitative degree, 10+ years in credit risk modelling, and proficiency in SAS, Python, R and SQL. Excellent communication and stakeholder engagement are essential for success in this cross-functional function.