Senior Credit Risk Modeling & Validation Lead

United Overseas Bank Limited (UOB); Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

United Overseas Bank Limited is seeking an experienced credit risk modeller in Singapore. You will develop, validate, and monitor regulatory scorecards and IFRS 9 models to support risk governance.

Collaborating with risk, finance, and IT teams, you will apply KS, AR, PSI analytics and ensure Basel and IFRS 9 compliance while contributing to model performance monitoring and reporting.

Qualifications

• Degree in statistics, mathematics, actuarial science, or related quantitative field.
• 3-8 years in credit risk modelling, model validation, or IFRS 9 modelling in banking.
• Knowledge of Basel regulations and risk management frameworks.

Responsibilities

• Develop, validate, and monitor credit risk scorecards and regulatory models.
• Perform scorecard analytics including KS, AR, PSI, back-testing.
• Validate IFRS 9 models (PD, LGD, EAD) and macroeconomic forecasts.
• Recalibrate Basel PD/LGD/EAD models for regulatory compliance.
• Produce model validation reports and support governance reviews.

Skills

SAS

SQL

Python

R

Credit risk concepts

Education

Quantitative degree

Job description

United Overseas Bank Limited is seeking an experienced credit risk modeller in Singapore. You will develop, validate, and monitor regulatory scorecards and IFRS 9 models to support risk governance.

Collaborating with risk, finance, and IT teams, you will apply KS, AR, PSI analytics and ensure Basel and IFRS 9 compliance while contributing to model performance monitoring and reporting.