- Location
- Bangkok (City Area), Thailand
- Workplace
- Hybrid
- Type
- Full-time
- Seniority
- VP
- Experience
- 8+ years
- Education
- Master
- Source
- Workday
Description
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
Stress Testing & Scenario Analysis
- Lead enterprise-wide credit risk stress testing exercises across retail, SME, commercial, and corporate portfolios.
- Develop and maintain stress testing methodologies, assumptions, and scenario designs aligned with regulatory requirements and internal risk appetite.
- Assess impacts of macroeconomic changes on portfolio quality, expected credit loss (ECL), impairment, capital adequacy, and profitability.
- Conduct sensitivity analyses and reverse stress testing to identify portfolio vulnerabilities.
Credit Risk Analytics & Portfolio Monitoring
- Perform portfolio risk analysis to identify emerging trends, risk concentrations, and early warning indicators.
- Develop portfolio dashboards, risk metrics, and management reports for senior management and risk committees.
- Evaluate portfolio performance through risk-adjusted measures and recommend mitigation strategies.
- Monitor key risk indicators including NPL, stage migration, PD, LGD, provisioning trends, and concentration risks.
Strategic Risk Management
- Support portfolio strategy formulation through data-driven insights and predictive analytics.
- Provide analytical support for risk appetite setting, portfolio optimization, and capital allocation.
- Assess potential impact of new products, market developments, and regulatory changes on credit risk profile.
Regulatory & Governance
- Ensure compliance with regulatory stress testing requirements and risk governance standards.
- Support internal and external audits, regulatory reviews, and validation exercises.
- Present analytical findings and stress testing outcomes to senior management, committees, and regulators.
Leadership & Stakeholder Management
- Lead and develop a team of risk analytics professionals.
- Collaborate closely with Finance, Treasury, Business Units, Model Risk, and Data Analytics teams.
- Drive continuous improvement in analytical tools, risk methodologies, and reporting automation.
Job Requirements:
- Bachelor's degree or higher in Finance, Economics, Statistics, Mathematics, Data Science, Actuarial Science, Engineering, or related fields.
- Master's degree preferred.
- Minimum 8-12 years of experience in credit risk management, portfolio analytics, stress testing, risk modeling, or quantitative risk functions within banking or financial services.
- Strong experience in IFRS 9, portfolio risk analytics, and regulatory stress testing.
- Experience presenting to senior executives and governance committees.
- Strong statistical and quantitative analysis skills.
- Advanced knowledge of credit risk metrics, ECL methodology, PD/LGD/EAD concepts, and portfolio management.
- Proficiency in SQL, SAS, Python, R, Power BI, Tableau, or equivalent analytical tools.
- Strong understanding of Basel standards and regulatory expectations.
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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