Strategic Credit Analytics Leader (Model Risk)

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

Job summary

United Overseas Bank Limited (UOB) invites applications for a Credit Risk Modelling Specialist based in Singapore. You will develop, validate and monitor regulatory credit risk scorecards and IFRS 9 models, with emphasis on PD/LGD/EAD, KS/AR/PSI analytics, and model performance monitoring across portfolios.

Ideal candidates hold a quantitative degree and 3–8 years of experience in credit risk modelling within banking, with proficiency in SAS/SQL/Python/R and strong stakeholder management skills.

Qualifications

• Degree in Statistics, Mathematics, Actuarial Science, Quantitative Finance or a related quantitative discipline.
• 3-8 years of experience in Credit Risk Modelling or IFRS 9 modelling within banking or financial services.
• Strong knowledge of PD, LGD, EAD, scorecard development and model validation techniques.
• Experience performing KS, AR, PSI, back-testing and model performance monitoring.
• Proficiency in SAS, SQL, Python or R.

Responsibilities

• Develop, validate, and monitor credit risk scorecards and regulatory models.
• Perform scorecard analytics including KS, AR, PSI.
• Validate and monitor IFRS 9 models, including PD, LGD, EAD and macroeconomic forecasting models.
• Validate, recalibrate, and enhance Basel PD, LGD, and EAD models to ensure regulatory compliance and model effectiveness.
• Conduct model performance monitoring, back-testing, and portfolio analysis to ensure models remain fit for purpose.
• Generate and analyze scorecard performance reports, booking profiles, and portfolio risk trends.
• Support UAT, model deployment activities, and risk data mart enhancement initiatives.
• Prepare model validation reports and support governance, audit, and regulatory reviews.

Skills

Credit risk modelling

Model validation

Statistical analysis

Stakeholder management

SAS/SQL/Python/R

Education

Degree in Statistics/Mathematics/Actuarial Science/Quantitative Finance

Tools

SAS

SQL

Python

R

Job description

United Overseas Bank Limited (UOB) invites applications for a Credit Risk Modelling Specialist based in Singapore. You will develop, validate and monitor regulatory credit risk scorecards and IFRS 9 models, with emphasis on PD/LGD/EAD, KS/AR/PSI analytics, and model performance monitoring across portfolios.

Ideal candidates hold a quantitative degree and 3–8 years of experience in credit risk modelling within banking, with proficiency in SAS/SQL/Python/R and strong stakeholder management skills.