Senior Credit Stress Testing & ECAP Lead

uobgroup

Singapore

On-site

SGD 180,000 - 240,000

Full time

3 days ago

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Job summary

United Overseas Bank Ltd seeks an experienced Senior Credit Risk Modeller in Singapore to design, develop and enhance credit stress testing and Economic Capital (ECAP) models supporting ICAAP and risk governance. You will drive method improvements, validate outputs and prepare analyses for management and regulators.

The role demands 10+ years in credit risk modelling within banking, strong SAS/Python/R/SQL skills, and clear communication with stakeholders.

Qualifications

Degree in Mathematics, Statistics, Quantitative Finance, Engineering, CS or related field.
10+ years of credit risk modelling or ICAAP experience in banking.
Experience in developing, validating, or maintaining credit risk models.
Strong programming skills in SAS, Python, R and/or SQL.
Excellent written and verbal communication for stakeholders and regulators.
Strong problem-solving abilities.

Responsibilities

Design, develop and enhance credit stress testing and ECAP models.
Monitor performance and refine methodologies.
Document models and support governance reviews, regulatory engagements and audits.
Improve data infrastructure and analytics capabilities.
Provide insights on capital adequacy, risk concentrations and drivers.
Prepare analyses for management committees and regulators.