VP, Credit Risk Modeling & Validation

uobgroup; Singapore; On-site; SGD 120,000 - 170,000; Full time

Job summary

United Overseas Bank Limited seeks an experienced credit risk modeller to develop and validate regulatory models, including scorecards and IFRS 9 components. You will monitor performance, back-test, and ensure alignment with Basel requirements.

This role requires a strong analytical mindset, proficiency in SAS/SQL/Python/R, and collaboration with risk governance teams across the bank in Singapore.

Qualifications

• Experience in credit risk modelling and model validation within banking or financial services.
• Knowledge of Basel regulations and IFRS 9 requirements.
• Proficiency with SAS, SQL, Python, or R for modelling tasks.
• Strong analytical and stakeholder management skills.

Responsibilities

• Develop, validate, and monitor credit risk models and scorecards.
• Monitor and back-test model performance and ensure regulatory compliance.
• Validate Basel PD/LGD/EAD models and IFRS 9 impairment models.
• Conduct model performance analyses (KS, AR, PSI) and reporting.
• Support governance, audits, and risk data initiatives.

Skills

Credit risk modelling

Model validation

Risk analytics

Stakeholder management

Analytical thinking

Education

Degree in Statistics / Mathematics / Actuarial Science / Quantitative Finance / Economics / Engineering / Computer Science

Tools

SAS

SQL

Python

R

Job description

United Overseas Bank Limited seeks an experienced credit risk modeller to develop and validate regulatory models, including scorecards and IFRS 9 components. You will monitor performance, back-test, and ensure alignment with Basel requirements.

This role requires a strong analytical mindset, proficiency in SAS/SQL/Python/R, and collaboration with risk governance teams across the bank in Singapore.