Avp-svp, Sme Credit Risk Modeler

2 weeks ago


Singapore United Overseas Bank Limited Full time

**About UOB**:
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. In Asia, 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. Over this time, we have been guided by our values — Honorable, Enterprising, United and Committed. This means we always strive to do what is right, build for the future, work as one team and pursue long-term success. It is how we work, consistently, be it towards the company, our colleagues or our customers.

**About the Department**:
The **Credit and Risk Management** function is comprised of three teams: Risk Management, Credit and Special Asset Management. We manage the risks arising from the Group’s business activities within the risk appetite established by the Board. This involves identifying and evaluating the risks, developing effective risk governance and strategies as well as providing independent assessment of the overall risk profile.

**Responsibilities**:
**Responsibilities**:
Manage existing and develop new credit risk models for the SME customer segment in the following areas:

- Application and Behaviour Scorecards for acquisition/underwriting and account/portfolio management activities
- Basel capital models - ie, PD, LGD and EAD models
- IFRS 9 Expected Credit Loss modelsOther relevant models for risk management purposes - eg, early warning systems, fraud, stress testing, etc
- a suite of statistical / data science techniques (regression, gradient boosted trees, network analytics, neural networks, NLP, audio/image processing, etc) that is best fit for purpose / use
- both structured and unstructured data (test, audio, image, streams, etc) that can be found within the bank and external partners, vendors or in the internet in general (social media, web-crawled data, etc)
- Conduct / support any UAT or other testing of data, systems, tools related to risk models and model deployment
- Proactively discuss with business and other stakeholders to explore monetization opportunities using credit models and analytics, beyond risk management and compliance

**Job Requirements**:

- 10 years of experience in retail or SME credit risk modeling
- Undergraduate degree in a quantitative programme, such as Statistics, Mathematics, Actuarial Science, Financial Engineering, etc. Post graduate degree is desirable
- Very strong programming + technology skills:

- SAS is a must for data management, ad-hoc analyses and modelling. Python is used for most newer/advanced algorithms and data science libraries
- Cloudera Big Data Platform - for data engineering and data science work on UOB’s data lake
- MS Office macro programming for automation
- Analytical mind with sound business insight, excellent communicator (verbal and written), highly meticulous, and self-motivated

**Be a part of UOB Family**:



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