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UOB · 5 months ago

AVP, Risk Analytics and Modelling, Group Retail

Central Region (City Area)

Full-time

Onsite

Senior Level

United Overseas Bank Limited (UOB) is a leading bank in Asia with a global network. They are seeking an Assistant VP for Risk Analytics and Modelling to perform extensive backtesting and validation of risk scorecards, as well as enhance and develop new models for IFRS9 and BASEL compliance.

BankingFinanceFinancial Services

Responsibilities

Perform Extensive backtesting

Retailed to ensure Behavior and Application scorecards are Fit for Use. Analysis required to be performed include :

KS/AR analysis

Characteristic Analysis

PSI

For IFRS9 the Analysis would require assessing the following :

Validation of Macroeconomic models

Perform validation on the PD,LGD and EAD estimates for the various portfolios and ensure the estimates are fit for use on the various portfolios

Enhance and develop new IFRS9 models where required

For BASEL the Analysis would require assessing the following :

Perform validation on the PD,LGD and EAD estimates for the various portfolios and ensure the estimates are fit for use on the various portfolios

Enhance and develop new basel models and estimates where required

The candidate will be responsible validating and monitoring risk scorecards as and where required

Support UAT and deployment of models, as well as analytics datamart enhancement initiatives

Generate, analyse and monitor scorecard performance reports and booking profiles

Qualification

Risk AnalyticsModel ValidationIFRS9 ModellingBASEL ModellingBacktestingScorecard MonitoringData AnalysisUAT SupportPerformance Reporting

Required

Perform Extensive backtesting

Retailed to ensure Behavior and Application scorecards are Fit for Use. Analysis required to be performed include: KS/AR analysis, Characteristic Analysis, PSI

For IFRS9 the Analysis would require assessing the following: Validation of Macroeconomic models, Perform validation on the PD, LGD and EAD estimates for the various portfolios and ensure the estimates are fit for use on the various portfolios, Enhance and develop new IFRS9 models where required

For BASEL the Analysis would require assessing the following: Perform validation on the PD, LGD and EAD estimates for the various portfolios and ensure the estimates are fit for use on the various portfolios, Enhance and develop new basel models and estimates where required

The candidate will be responsible validating and monitoring risk scorecards as and where required

Support UAT and deployment of models, as well as analytics datamart enhancement initiatives

Generate, analyse and monitor scorecard performance reports and booking profiles