VP of Credit Modelling - United Overseas Bank

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. UOB is committed to creating long-term value for our stakeholders through a proactive and sustainable approach to banking. UOB is focused on building a future-ready, customer-centric bank. Our people are our most valuable asset. We believe in providing our people with opportunities for growth and development, and creating a supportive and inclusive work environment. Job Description: The Vice President (VP), Credit Modelling is responsible for leading and managing a team of credit risk modelers. This role involves developing, validating, and implementing credit risk models for various portfolios, ensuring compliance with regulatory requirements, and providing expert advice to stakeholders. Key Responsibilities: * Lead and manage a team of credit risk modelers. * Develop, validate, and implement credit risk models for various portfolios (e.g., retail, corporate, and SME). * Ensure that credit risk models comply with regulatory requirements (e.g., MAS, Basel). * Perform model monitoring and performance analysis. * Provide expert advice to stakeholders on credit risk modeling. * Stay abreast of industry best practices and emerging trends in credit risk modeling. * Collaborate with other teams (e.g., Risk Management, IT) to ensure successful model implementation. * Prepare and present reports to senior management. Requirements: * Master's or Ph.D. degree in a quantitative discipline (e.g., Statistics, Mathematics, Economics, Finance). * Minimum 8 years of experience in credit risk modeling. * Strong knowledge of credit risk modeling techniques (e.g., PD, LGD, EAD). * Experience with regulatory requirements (e.g., MAS, Basel). * Proficiency in statistical software (e.g., SAS, R, Python). * Excellent analytical and problem-solving skills. * Strong communication and interpersonal skills. * Ability to lead and manage a team. Preferred: * Experience with modeling for specific portfolios (e.g., retail, corporate, SME). * Experience with model validation. * Certifications such as FRM or PRM.