Modelling Analyst

UOB United Overseas Bank Limited

8+ years ifrs9 model development experience
Sas programming and enterprise miner skills
Credit risk analytics and basel compliance knowledge
The role involves developing, maintaining, and validating IFRS9 models to support credit risk management across regional markets

Job Summary

  • The role involves developing, maintaining, and validating IFRS9 models to support credit risk management across regional markets.
  • Candidates must partner with regional teams to drive model validation and explain results to various stakeholders.
  • The position requires keeping up to date on regulatory changes including Basel II, Basel IV, and FRS9 standards.

Matching Summary

The role involves developing, maintaining, and validating IFRS9 models to support credit risk management across regional markets.

Skills & Requirements

Must-have

  • 8+ years IFRS9 model development experience
  • SAS programming and Enterprise Miner skills
  • Credit risk analytics and Basel compliance knowledge

Nice-to-have

  • Strong communication with senior stakeholders
  • Experience in Retail SME banking environment
  • Proficiency in R, Python, or VBA

Key Requirements

  • > 8 years of experience in IFRS9 model development/validation
  • Degree in Banking, Finance, Financial Engineering, Statistics, or Computer Science
  • Strong computing skills in SAS, SQL, and MS Office

Work Rights

Not specified

Tailored Resume

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