Model Risk

Company: 2501 UOB (Thai) Public Company Limited

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.

Job Description

Key Responsibilities

• Conduct analysis and review on the credit risk related models
• Maintain and enhancement of existing scorecards, Basel II, and TFRS9 models (PD, EAD and LGD models) for Retail Portfolio.
• Engage stakeholders during model development and review. Seek feedback, check intuitiveness, ensure buy-in and appropriate use of models.
• Conduct impact analysis on the possible impact from model changes to EL, RWA, ECL, and the use of models
• Provide support (e.g. prepare the relevant analysis / information / answer questions) to UOBT Group (RAD, RDM) and Regulator (BOT/MAS) on all credit model related matters.
• Liaise with IT Team for the Model implementation and conduct the verification (UAT) to ensure the results are generated as expected.
• Preparing the info/deck/co-present the committee i.e. GMRC / RCC / CC / BROC
• Other ad-hoc

Additional Requirements

Be a Part of the 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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