Senior Credit Risk Modeler – Quant Analytics

UOB Group; United States; On-site; USD 30,000 - 52,000; Full time

Job summary

United Overseas Bank (Malaysia) Bhd seeks an experienced Modeler to develop, validate, and maintain financial models used in risk management, capital planning, and analytics. The role requires strong analytic skills and proficiency in statistical modelling techniques.

You will collaborate with risk managers, IT, and internal audit to ensure models meet regulatory and internal standards while contributing to stress testing and data governance initiatives.

Qualifications

• Bachelor's or Master's degree in a quantitative field such as Statistics, Mathematics, Financial Engineering.

Responsibilities

• Develop quantitative financial models (credit risk PD/LGD/EAD, market risk, operational risk).
• Perform model validation reviews of assumptions, methodologies, data, and implementation.
• Conduct performance monitoring and reconfiguration to maintain robustness over time.
• Document development, validation, and maintenance per internal standards and regs.
• Collaborate with risk managers, business units, IT, and internal audit to communicate results.
• Support capital planning, stress testing, and strategic initiatives.
• Stay updated on industry best practices and regulatory changes.
• Contribute to modeling infrastructure and data governance improvements.

Skills

Quantitative modelling

Risk modelling

Model validation

Statistical methods

Education

Bachelor's or Master's in Statistics/Math/FE

Job description

United Overseas Bank (Malaysia) Bhd seeks an experienced Modeler to develop, validate, and maintain financial models used in risk management, capital planning, and analytics. The role requires strong analytic skills and proficiency in statistical modelling techniques.

You will collaborate with risk managers, IT, and internal audit to ensure models meet regulatory and internal standards while contributing to stress testing and data governance initiatives.