Modelling Analyst
UOB · Jakarta Pusat (City Area)
Full-timeonsiteseniorFinanceTechnology
รายละเอียดงาน / Description
Based in Indonesia, this position is responsible for the design, ongoing maintenance, and validation of IFRS9 credit risk models supporting regional operations. The successful candidate will collaborate closely with regional modelers and cross-functional teams to align with evolving regulatory frameworks such as Basel and local guidelines. Additionally, the role involves preparing business requirements, assisting with deployment testing, and presenting analytical findings to senior management and regulators.
หน้าที่ความรับผิดชอบ / Responsibilities
- Develop, maintain, and validate IFRS9 credit risk and performance models across regional markets
- Collaborate with regional modeling peers to perform validation and communicate results clearly to stakeholders
- Ensure full compliance with regulatory standards including Basel II, Basel IV, and FEAT principles
- Prepare business requirement documentation, oversee UAT, and assist in model deployment initiatives
- Deliver ad-hoc and routine analytical reports to executive leadership and external regulatory bodies
- Present models for managerial signoff and assist in securing formal regulatory endorsements
คุณสมบัติ / Qualifications
- At least 8 years of relevant experience in IFRS9 modeling or credit risk analytics, preferably within business banking
- Bachelor's degree or higher in Banking, Finance, Financial Engineering, Statistics, or Computer Science
- Demonstrated capability in explaining complex statistical metrics to diverse stakeholder audiences
- Proficiency in SAS tools (Programming, Enterprise Guide, Enterprise Miner) and SQL database queries
- Strong capability to steer multiple technical projects independently with minimal supervision
- Excellent cross-functional collaboration and communication skills in an international context
ทักษะที่ต้องการ / Required skills
- IFRS9
- Credit Risk Modeling
- Model Validation
- SAS
- SQL
- Basel II
- Basel IV
- Risk Analytics
ทักษะเพิ่มเติม / Nice to have
- Python
- R
- VBA