Credit Risk Model Manager

Company: 2501 UOB (Thai) Public Company Limited

About UOB

United Overseas Bank Limited (UOB) is a leading bank in ASEAN with a global network in Southeast Asia, Asia Pacific, Europe and North America. Operating through our head office in Singapore and banking subsidiaries in China, Indonesia, Malaysia, Thailand and Vietnam, we have a global network of about 430 branches and offices in 19 markets. At the heart of UOB is our culture, shaped by the UOB Way and anchored on our four values – Honourable, Enterprising, United and Committed. For more than 90 years, these values have guided how we do right by our customers, collaborate with one another and create long-term value for the communities we operate in. As One Bank, we are committed to helping our colleagues build sustainable careers grounded in purpose, supported by strong values, and enriched with meaningful opportunities to grow.

Job Description

Model Development & Enhancement

• Lead development and refinement of credit risk models, including:

• • Probability of Default (PD)
  • Loss Given Default (LGD)
  • Exposure at Default (EAD)
  • Credit Scoring Models
  • Behavioral Scorecards
  • IFRS 9 ECL Models
  • Stress Testing Models

• Apply statistical and machine learning techniques to improve model performance and predictive power.
• Develop model documentation and methodology papers.

Model Governance & Validation Support

• Establish and maintain model governance frameworks and controls.
• Coordinate independent model validation and remediation activities.
• Ensure compliance with internal policies and regulatory requirements.
• Address validation findings and implement improvement actions.

Model Performance Monitoring

• Monitor model stability, discriminatory power, calibration, and predictive accuracy.
• Conduct periodic performance reviews and back-testing.
• Recommend recalibration, redevelopment, or retirement of models when necessary.
• Track model risk indicators and prepare governance reports.

Risk Analytics & Business Support

• Support business and risk stakeholders in model usage and interpretation.
• Provide quantitative analysis to support strategic initiatives, risk policies, and portfolio reviews.
• Assess model impacts on lending decisions, capital requirements, provisioning, and portfolio performance.

Regulatory Compliance

• Ensure model development and governance practices align with regulatory standards and industry best practices.
• Support regulatory inspections, audits, and governance committee reviews.
• Maintain effective documentation and audit trails for model lifecycle management.

Qualifications:

• Bachelor's degree or higher in Statistics, Mathematics, Economics, Finance, Engineering, Data Science, Computer Science, or related quantitative disciplines.
• Master's degree preferred.
• Minimum 5-8 years of experience in credit risk modeling, quantitative analytics, model validation, or risk management within banking or financial institutions.
• Proven experience developing or managing PD, LGD, EAD, IFRS 9, scorecards, or stress testing models.
• Understanding of model risk management principles and governance frameworks.
• Strong statistical modeling and analytical skills.
• Proficiency in SAS, Python, R, SQL, or equivalent analytical tools.
• Knowledge of machine learning techniques and predictive modeling.
• Experience with model development lifecycle and validation processes.
• Understanding of Basel regulations and IFRS 9 requirements.

หมายเหตุ : ธนาคารมีความจำเป็นจะต้องดำเนินตรวจสอบและเก็บข้อมูลประวัติอาชญากรรมของผู้สมัครในตำแหน่งงานนี้เพื่อตรวจสอบคุณสมบัติหรือลักษณะต้องห้ามตามนโยบายของธนาคาร

Remark: The Bank requires the checking and collection of criminal records for candidates of this position in order to verify qualifications and/or disqualifications for the job position in accordance with the Bank’s policy.

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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