• SAS
• Risk Models
• Banking Products

Key Responsibilities

• 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