Vp, Credit Risk Modeler - Ifrs9, Group Business Banking
UOB United Overseas Bank Limited
Singapore
Ifrs9 model development and validation
Sas programming and enterprise miner
8 years experience in credit risk modeling
The role involves developing, maintaining, and validating IFRS9 models and scorecards for Business Banking portfolios across Singapore and regional markets
Job Summary
The role involves developing, maintaining, and validating IFRS9 models and scorecards for Business Banking portfolios across Singapore and regional markets.
Candidates must partner with regional teams to drive model validation, provide justification for results, and ensure compliance with regulatory ethics standards like FEAT.
The position requires presenting models to senior management and regulators to obtain necessary signoffs and approvals for new model deployments.
Matching Summary
The role involves developing, maintaining, and validating IFRS9 models and scorecards for Business Banking portfolios across Singapore and regional markets.
Skills & Requirements
Must-have
IFRS9 model development and validation
SAS programming and Enterprise Miner
8 years experience in credit risk modeling
SQL and database familiarity
Business Banking portfolio management
Nice-to-have
R, Python, and VBA competency
Cross-functional regional collaboration
Ability to explain metrics to stakeholders
Self-motivated team player
Experience with Basel II/IV standards
Key Requirements
8+ years of IFRS9 model development or validation experience
Degree in Banking, Finance, Statistics, or Computer Science