VP, Credit Risk Model Validation

Role summary

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The Vice President, Credit Risk Model Validation is responsible for independently reviewing and validating credit risk models used for lending, capital, stress testing and regulatory purposes. Requirements typically include a degree in finance, economics, statistics, mathematics, computer science or a related discipline; strong experience in credit risk modelling, model validation, quantitative analysis and regulatory frameworks; and proficiency in statistical techniques, programming or data analysis tools. The successful candidate is expected to challenge model assumptions, assess performance and limitations, prepare clear validation reports, communicate findings to senior stakeholders and support effective model governance. Strong analytical, communication, project management and stakeholder-management skills are essential.

About the employer

United Overseas Bank (UOB) is a major Southeast Asian bank headquartered in Singapore, with operations across Singapore, Malaysia, Indonesia, Thailand, Vietnam, China, Hong Kong and other international markets. Founded in 1935, the bank provides retail and commercial banking, wealth management, corporate banking, investment banking, treasury and digital financial services. UOB serves individuals, small and medium-sized enterprises, large corporations and institutional clients. It is known for its strong regional presence, conservative risk management and focus on long-term customer relationships. The bank has continued investing in digital banking, data, technology and analytics while expanding its regional footprint. As a large regulated financial institution, UOB offers career opportunities in risk, compliance, finance, technology, operations, customer service and relationship management, with Singapore serving as a key hub for group-wide functions.