The Company is seeking a Vice President, Modeler for its Portfolio Management Unit. The successful candidate will be responsible for the design, development, and implementation of quantitative models, particularly in the areas of credit risk, in compliance with regulatory standards and best practices. This role involves thorough model validation, including back-testing, stress testing, and scenario analysis, as well as clear documentation of model methodologies and results. The VP, Modeler will also collaborate with various teams to integrate models into existing systems, monitor their performance, and stay updated on industry trends and regulatory changes. Applicants must have a degree in a quantitative field, with a Master's or Ph.D. preferred, and a minimum of 3 years' experience in quantitative modeling within the financial services industry, ideally in a banking environment. Proficiency in programming languages such as Python or SAS is required, along with a solid understanding of financial products, risk management concepts, and regulatory requirements like Basel III and IFRS 9. The role demands experience in various modeling techniques, excellent analytical and problem-solving skills, and the ability to communicate complex technical concepts effectively. A strong attention to detail, a commitment to accuracy, and the ability to work both independently and as part of a team are also essential.

Hiring Company

UOB