VP, Credit Risk Modeling & IFRS 9 Analytics

UOB; Singapore; On-site; SGD 150,000 - 210,000; Full time

Benefits offered by this job

Equal opportunity employer

Job summary

United Overseas Bank Ltd in Singapore seeks a Vice President, Credit Risk Analyst to lead development, validation, monitoring and enhancement of retail credit risk models including PD/LGD/EAD and IFRS 9 impairment models.

You will perform scorecard analytics, validate Basel models, support governance, and collaborate with risk and analytics teams. This is an onsite Central Region role offering senior-level responsibility.

Qualifications

• Degree in Statistics, Mathematics, Actuarial Science, Quantitative Finance, Economics, Engineering, Computer Science, or related quantitative field.
• 3–8 years of experience in credit risk modelling, model validation or risk analytics in banking/finance.
• Strong knowledge of PD/LGD/EAD, Basel regulations, IFRS 9 and model risk management.
• Experience with KS, AR, PSI, back-testing, and model monitoring.
• Proficiency in SAS, SQL, Python, or R and data analysis skills.

Responsibilities

• Develop, validate, and monitor credit risk scorecards and regulatory models.
• Perform scorecard analytics including KS, AR, PSI and portfolio analysis.
• Validate IFRS 9 models (PD/LGD/EAD) and macroeconomic forecasting models.
• Recalibrate Basel PD/LGD/EAD models to maintain regulatory compliance.
• Prepare validation reports and support governance, audits, and risk data initiatives.
• Support UAT, model deployment and risk data mart enhancements.

Skills

SAS

SQL

Python

R

KS

AR

PSI

Model validation

IFRS 9 modelling

Basel PD/LGD/EAD

UAT

Education

Statistics

Mathematics

Actuarial Science

Quantitative Finance

Economics

Engineering

Computer Science

Tools

SAS

SQL

Python

R

Job description

United Overseas Bank Ltd in Singapore seeks a Vice President, Credit Risk Analyst to lead development, validation, monitoring and enhancement of retail credit risk models including PD/LGD/EAD and IFRS 9 impairment models.

You will perform scorecard analytics, validate Basel models, support governance, and collaborate with risk and analytics teams. This is an onsite Central Region role offering senior-level responsibility.