Senior Credit Stress Testing & ECAP Lead

UOB; Singapore; Vor Ort; SGD 180.000 - 300.000; Vollzeit

Zusammenfassung

United Overseas Bank Ltd is seeking an experienced professional for the Credit Risk Stress Testing and Economic Capital team. The role focuses on designing, developing and enhancing credit stress testing and ECAP models, with emphasis on regulatory alignment and robust analytics.

You will monitor model performance, drive methodological improvements, and prepare governance documentation while collaborating with senior stakeholders across the Group Risk Management function.

Qualifikationen

• Good degree from a recognized tertiary institution in a quantitative field.
• At least 10 years of relevant experience in credit risk modelling/ICAAP.
• Strong analytical and programming skills; able to present insights to senior management.

Aufgaben

• Design, develop and enhance credit stress testing and ECAP models.
• Monitor performance and improve methodologies for robustness.
• Prepare documentation and support governance reviews.
• Drive model enhancements and data infrastructure improvements.
• Analyze outputs for portfolio vulnerabilities and capital adequacy.
• Support ICAAP-related activities and regulatory engagements.
• Perform UAT for model and system enhancements.
• Prepare analyses and reports for management and regulators.

Kenntnisse

Credit risk modelling

Stress testing

Economic Capital (ECAP)

Data analytics

SAS

Python

R

SQL

Stakeholder engagement

Communication

Ausbildung

Bachelor's degree in a quantitative discipline

Tools

SAS

Python

R

SQL

Jobbeschreibung

United Overseas Bank Ltd is seeking an experienced professional for the Credit Risk Stress Testing and Economic Capital team. The role focuses on designing, developing and enhancing credit stress testing and ECAP models, with emphasis on regulatory alignment and robust analytics.

You will monitor model performance, drive methodological improvements, and prepare governance documentation while collaborating with senior stakeholders across the Group Risk Management function.