Manager, Risk Analyst, Basel & Stress Test, Risk Management

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

• Support the Team Lead on Credit Stress Testing activities and assist in the coordination of credit stress testing exercises for:

  • ICAAP

  • BNM Half-Yearly Stress Test

  • Industry-Wide Stress Test

• Support the following stress testing activities:

  • Development and back-testing of credit stress testing models

  • Computation of credit stress test results and maintenance of stress testing templates

  • Review of stress parameters and assessment of their relevance to the portfolio

  • Compilation of stress testing results into templates for P&L and Capital Ratio computation

• Support the execution of scenario analysis under the Recovery and Contingency Plan (RCP) and assist in the assessment of results, including recovery options.

• Support Group-initiated stress testing exercises (e.g. Group ICAAP, Industry-Wide Stress Tests, etc.) by providing relevant stress test computations.

• Support climate risk stress testing and related assessments.

• Support the Team Lead on Basel III policies and governance processes.

Qualifications & Experience

• Bachelor's Degree in Finance, Economics, Statistics, Mathematics, Actuarial Science, Risk Management, Accounting, or a related discipline.

• Minimum 3–5 years of relevant experience in Credit Risk, Risk Analytics, Stress Testing, ICAAP, Regulatory Capital, Basel III, or related risk management functions within the banking industry.

• Experience in credit stress testing, stress test model development, portfolio analytics, or regulatory risk reporting would be an advantage.

Functional Knowledge & Skills

• Knowledge of stress testing and credit modelling.

• Knowledge of statistics.

• Intermediate to advanced SAS programming skills.

• Knowledge of the Basel III Capital Framework, particularly Credit Risk.

• Understanding of Wholesale Banking and Treasury product features.

• Familiarity with the Bank's risk reporting systems.

• Strong analytical, problem-solving, and communication skills.

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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