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AVP, Modeler (Wholesale Banking)

Posting Date:  22-Jan-2022
Location: 

Kuala Lumpur, Wilayah Persekutuan, MY

Company:  United Overseas Bank (Malaysia) Bhd

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 Wholesale Bank function operates a dynamic business model that provides financial services and solutions to help our clients achieve their strategic business objectives. Our mission is to become the premier-provider of banking services and solutions for Asia-based commercial banking companies (small medium enterprises), large corporations, financial institutions as well as multinational corporations. Our coverage teams work in full alignment with specialised teams across Transaction Banking, Investment Banking, Global Markets and Group Retail to deliver seamless solutions to our clients.

Job Responsibilities

We would like to seek a detail-oriented candidate ideally with strong analytical and python programming skills to join the Wholesale Banking Portfolio Management, Credit modelling unit.  The team focuses on Model development and Review, Building Predicative modeling using Machine Learning and Visualization.

 

  • Prepare credit rating model annual review, and be responsible for the credit process of the WB portfolio and ensure that the credit model annual reviews are completed on time.
  • Able to work with huge datasets to develop and maintain industry leading credit risk rating models in accordance to Basel and MFRS requirements.
  • Socialize with business expert to gather business insight in the respective area of model development and data analytics.
  • Presents and discusses analysis, model approach, model results and its thought/rational within working group.
  • Prepare user requirements, review functional specifications and perform User Acceptance Test to ensure models requirements is captured as per expected in the Credit Master system.
  • Prepare clear and thorough model development/ enhancement documentation for senior management/ regulatory submission and approval.
  • Prepare model performance monitoring report for timely reporting to the management committee, the monitoring report served to provide insights to ensure correct use of model and enable critical decision making related to model recalibration or refinement.
  • Review and on-going improvement to model performance monitoring process and automation

Job Requirements

  • Degree in Statistics, Actuarial Science or Economics.
  • Minimum 3-4 years relevant experiences.
  • Experience in R, Python programming or Machine Learning modelling is preferable.
  • Good knowledge of relevant regulatory requirements on risk models and risk parameters.
  • Good understanding of Bank’s product and overall credit underwriting process and risk involved.
  • Good statistics and mathematics background. Able to interpret statistical / mathematical test well and provide recommendation.
  • Good programming skills in data handling and statistical modeling knowledge.
  • Good understanding of relational databases and data models.
  • Good project management skill.

Be a part of UOB Family

UOB is an equal opportunity employer. UOB does not discriminate on the basis of a candidate's age, race, gender, color, religion, sexual orientation, physical or mental disability, or other non-merit factors. All employment decisions at UOB are based on business needs, job requirements and qualifications. If you require any assistance or accommodations to be made for the recruitment process, please inform us when you submit your online application.

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