FVP/VP, Credit Stress Test and Economic Capital Specialist
4 weeks ago
The Credit and Risk Management function is a critical component of our organization, responsible for managing the risks arising from our business activities within the risk appetite established by the Board. We are seeking a highly skilled and experienced FVP/VP to join our team as a Credit Stress Test and Economic Capital Specialist.
Key Responsibilities- Develop and maintain the Bank's credit stress testing framework and methodology, including the development of Retail and Non-Retail credit stress testing models and Economic Capital Model.
- Support the stress test model and ECAP model implementation and UAT testing.
- Participate in climate stress test framework development and execution.
- Support Group wide Stress Test Execution.
- Review and analyze credit stress test results, generate credit stress test reports to the various committees and MAS, and plan and manage the enhancements to the credit stress test engine.
- Good degree from a recognized tertiary institution, preferably in Finance, Engineering or Mathematics/Quantitative related discipline.
- Strong analytical and quantitative skills in modeling and data analysis using SAS.
- Good knowledge of Basel capital standards, IRB credit models and stress testing.
- Good written and spoken communication skills with keen ability to engage and influence at all levels.
- Team player with drive, initiative and a passion to develop a career in credit risk portfolio management.
United Overseas Bank Limited (UOB) is a leading bank in Asia with a global network of more than 500 branches and offices in 19 countries and territories in Asia Pacific, Europe and North America. We operate through our head office in Singapore and banking subsidiaries in China, Indonesia, Malaysia and Thailand, as well as branches and offices. Our history spans more than 80 years, and we have been guided by our values – Honorable, Enterprising, United and Committed.
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