Senior Credit Risk Stress Testing & ECAP Leader

1011 United Overseas Bank Ltd

Singapore

On-site

SGD 180,000 - 300,000

Full time

4 days ago

Be an early applicant

Application generator

Stand out for this role — generate a tailored resume and cover letter in about a minute.

Get past ATS filters

Job summary

1011 United Overseas Bank Ltd in Singapore seeks an experienced Senior Specialist in Credit Risk Management to design and enhance credit stress testing and ECAP models. You will monitor methodologies, prepare documentation, and support ICAAP activities while engaging regulators and senior management.

The role requires a strong quantitative background, 10+ years of experience in credit risk analytics, and proficiency in SAS, Python, R, and SQL.

Qualifications

Good degree from a recognized tertiary institution in a quantitative discipline.
At least 10 years of relevant experience in credit risk modelling and related areas.
Hands-on experience with development, validation, or maintenance of credit risk and ECAP models.
Strong analytical and programming skills; able to engage senior management and regulators.

Responsibilities

Design, develop and enhance credit stress testing and ECAP models and frameworks.
Conduct performance monitoring and methodology enhancements for robustness.
Prepare model documentation and support governance reviews and regulatory engagements.
Drive enhancements to stress testing engines and data infrastructure.
Analyze model outputs to provide insights on risk, capital adequacy and risk drivers.
Support ICAAP-related activities and group-wide stress testing exercises.
Perform UAT to ensure accurate implementation and reporting.