MGR/SO, Group Portfolio Management, Group Wholesale Banking

  • Competitive
  • Singapore
  • Permanent, Full time
  • United Overseas Bank
  • 12 Dec 17

MGR/SO, Group Portfolio Management, Group Wholesale Banking

Job responsibilities:

As part of Group Portfolio Management, you will be responsible for the development and periodic review on the performance of non-retail credit risk models. You will be expected to research and apply relevant quantitative methods to credit risk models and liaise with business units and credit approvers to obtain feedback on use of models. You will also be required to ensure the accuracy of credit risk models implementation in systems by performing user acceptance tests.

In addition, you will need to liaise with finance and business units to prepare monthly MIS reports to analyze portfolio trends, risk profile, advise business on capital charges and to perform business stress tests on the portfolios.

Job requirements:
  • Degree in economics, statistics or other quantitative major
  • Relevant experience in credit risk modeling will be preferred
  • Good quantitative skills
  • Knowledge in non-retail lending will be an added advantage
  • Positive attitude and a good team player