Risk Model, Permanent
2 weeks ago
Scorecards, Basel II, and TFRS9.
Risk.
SAS skill.
Conduct analysis and review on the credit risk related models.
Maintain and enhancement of existing scorecards, Basel II, and TFRS9 models (PD, EAD and LGD models) for Retail Portfolio.
Engage stakeholders during model development and review. Seek feedback, check intuitiveness, ensure buy-in and appropriate use of models.
Conduct impact analysis on the possible impact from model changes to EL, RWA, ECL, and the use of models.
Provide support (e.g. prepare the relevant analysis / information / answer questions) to UOBT Group (RAD, RDM) and Regulator (BOT/MAS) on all credit model related matters.
Liaise with IT Team for the Model implementation and conduct the verification (UAT) to ensure the results are generated as expected.
Preparing the info/deck/co-present the committee i.e. GMRC / RCC / CC / BROC.
Other ad-hoc.
Qualifications.
Degree in a quantitative programme, such as Statistics, Mathematics, Actuarial Science, Financial Engineering, etc. Business, Finance and Economics degrees with a strong quantitative focus and relevant working experience will be considered.
Minimum of 3years experience in scorecard and credit risk model development, maintenance and validation in a banking environment.
Good understanding of Retail business, banking products and regulatory environment.
Experience in the use ofmodelling and analytical outputs, working with and providing value add to key functions in the credit cycle.
Strong analytical skill with sound business insight, good communicator (verbal and written), and self-motivated.
SAS skill is an added advantage.
**Job skills required**: Finance, Statistics, SAS
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