Assistant VP/Manager/Senior Officer, Credit Risk Management - Stress Testing
Assistant Vice President Credit Risk Management - Stress Testing, Risk Management, Singapore
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.
- Participate in the research and development of the Bank’s credit stress testing framework and methodology
- Perform regular bank-wide credit stress tests as part of Basel Pillar 1 and ICAAP/Pillar 2 requirements
- Involve in the system automation of stress test execution in SAS platform
- Review, enhance and maintain the Bank’s credit risk economic capital model
- Assist in ad-hoc credit risk related assignments and projects
- 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
- Working experience in Moody's Analytics RiskAuthority is an added advantage
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United Overseas Bank Ltd (UOB)