The Role
The role is based in Singapore and is expected to focus on the Small and Medium Enterprise (ie, Business Banking) segment.
Job 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 models
- Other relevant models for risk management purposes - eg, early warning systems, fraud, stress testing, 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
- 2 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.
- 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
- Maturity that will enable the candidate to be a credible counterpart to business managers and senior management, and the ability to develop on-going trusted advisor relationships based on the ability to understand, analyse, discuss and address key business challenges raised
