AVP, Modelling Analytics, Business Banking

4 weeks ago


Kuala Lumpur, Malaysia United Overseas Bank Full time

AVP, Modelling Analytics, Business Banking

Posting Date: 22-May-2023 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 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.

Job Responsibilities

Manage MFRS9 models, including model review, developmentt/enhancements and conduct regular and ad-hoc validation of MFRS model performance

Developing, review, maintain and enhance existing Basel II models and retail risk scorecards to support credit risk and performance management of the retail banking business

Conduct regular and ad-hoc validation of scorecard performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing

Monitor and manage acquisition, portfolio and backend risk, within risk appetite. Advise business managers and senior management on risk matters. Manage engagement with other stakeholders (eg, credit, regulators, etc)

Drive the use of risk models (scorecard and Basel II) and analytics in customer acquisition, portfolio management, collections and other areas of the credit cycle. Optimize acquisition and portfolio within risk appetite

Liaison with business managers, credit approval, collections and other stakeholders to obtain feedback on model performance, perform score cut-off reviews, plan for new model development / enhancements, etc

Generate and analyze regular risk (acquisition, portfolio, backend, regulatory), capital and model (scorecard, MFRS9 and Basel II) reports

Job Requirements

A recognised Degree in Data Science, Business Administration, Finance, Marketing, Economics, Statistics or any equivalent professional qualification. Candidates with a Masters Degree will have an added advantage

At least 3 years of working experience in banking, or related industry with a proven track record



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