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Assistant Vice President, Credit Risk Management - Stress Testing in Singapore at UOB Group

Date Posted: 10/3/2018

Job Snapshot

Job Description

Functional area: Risk Management
Employment type: Full-time
Job Type: Permanent

Responsibilities
  • 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
Requirements
  • 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