The Company is seeking a First Vice President for Credit Stress Test and Economic Capital within the Country and Credit Risk Management division. The successful candidate will be a key member of the team responsible for the design, development, and enhancement of credit stress testing and economic capital models, methodologies, and analytical frameworks. This role is pivotal in supporting the company's risk management objectives, including ICAAP and broader risk management activities. Key responsibilities include maintaining and enhancing models, conducting performance monitoring, preparing model documentation, and driving enhancements to the credit stress testing and economic capital engines. The role also involves analyzing model outputs to provide insights on portfolio vulnerabilities, capital adequacy, and risk concentrations, as well as supporting group-wide stress testing exercises and ICAAP-related activities. Applicants must have a good degree in a quantitative discipline and at least 10 years of relevant experience in credit risk modeling, credit stress testing, economic capital, portfolio analytics, or related risk management areas within the banking industry. The role requires hands-on experience in the development, enhancement, validation, or maintenance of credit risk, stress testing, and/or economic capital models, as well as strong analytical and programming skills in languages such as SAS, Python, R, and/or SQL. The ideal candidate will have excellent communication skills, the ability to engage with stakeholders at all levels, and a strong problem-solving ability. A team player with a passion for credit risk portfolio management and quantitative risk analytics is highly desirable.

Hiring Company

UOB