VP, Credit Risk Modeling & IFRS-9

UOB Investment; Singapore; On-site; SGD 90,000 - 150,000; Full time

Job summary

United Overseas Bank Limited (UOB) in Singapore seeks a seasoned credit risk modeller to develop, validate, monitor and enhance risk scorecards and IFRS 9 models. You will work across Basel PD, LGD, EAD frameworks and support governance through model validation and reporting.

The role covers model performance monitoring, back-testing, portfolio analysis, and collaboration with risk data teams to ensure regulatory compliance.

Qualifications

• Degree in a quantitative field.
• 3–8 years in credit risk modelling.
• Knowledge of PD, LGD, EAD, Basel/IFRS 9.
• Proficient with SAS/SQL/Python/R.
• Ability to validate models and monitor performance.

Responsibilities

• Develop, validate, and monitor credit risk scorecards and regulatory credit risk 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.
• 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

SAS

SQL

Python

R

Statistical modelling

Model validation

Education

Statistics

Mathematics

Actuarial Science

Quantitative Finance

Economics

Engineering

Computer Science

Tools

SAS

SQL

Python

R

Job description

United Overseas Bank Limited (UOB) in Singapore seeks a seasoned credit risk modeller to develop, validate, monitor and enhance risk scorecards and IFRS 9 models. You will work across Basel PD, LGD, EAD frameworks and support governance through model validation and reporting.

The role covers model performance monitoring, back-testing, portfolio analysis, and collaboration with risk data teams to ensure regulatory compliance.