Model (Contract), Avp-vp

2 weeks ago


กรงเทพมหานคร, Thailand United Overseas Bank (Thai) PCL - UOB Full time

SAS.
Risk Models.
Banking Products.
Conduct analysis and review on the risk related models (both Basel II credit models and other related scorecards).
Maintain and enhancement of existing scorecards and Basel II 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, 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.
Liase 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 3 years experience in scorecard and risk model development, maintenance and validation in a banking environment.
Good understanding of Retail business, banking products and regulatory environment.
Experience in the use of modelling 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 adding advantages.

**Job skills required**: Finance, Statistics, SAS



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