CREDIT RISK QUANTITATIVE ANALYSIS OFFICER

Be #InGoodHands with Metrobank

Here at Metrobank, we don't simply hire employees—we hone future leaders. We provide opportunities that enhance your skills and unlock your talents, helping you evolve into a well-rounded individual. We supply you with all the pieces you need to do your best work, unleashing your full potential to help you secure your future and lead a fulfilling career. And with Metrobank's strong heart for the community, you have the chance to give back and make worthwhile contributions to our nation's economic and social development. With Metrobank, a meaningful life is within your reach!

Position Title: CREDIT RISK QUANTITATIVE ANALYSIS OFFICER

Job Summary: 

Development, implementation and maintenance of Bank’s various internal credit risk models: Develop and implement various credit risk-related models such as, but not limited to, borrower application and behavioral scorecards, models for expected credit loss computations, industry-specific scorecards; Maintain and calibrate regularly all credit risk models to make sure they remain relevant, stable and predictive.

  • Regular computation of Expected Credit Loss (ECL): Simulate various levels of reserves which will be used by the Bank’s Senior Management as reference in decision-making and strategy formulation

  • Risk Assessment and Limit Setting: Assess credit risk, profitability and impact to capital ratios of various limits used by the Bank (e.g. Industry Limits, Group Limit, etc)

  • Development of credit scorecard models (e.g. application and behavioral scorecards)

 

Role Exposure:

  • Opportunity to apply or be exposed to the latest modelling techniques used in risk management, i.e. classical statistics and machine learning

  • Work with the senior executives of the bank and be able to influence decisions through models developed and results of data analysis

  • Opportunity to work with experienced risk modellers in the industry

 

Qualifications:

  • At least 2 years of related experience in credit risk preferably in banking

  • Strong analytical and critical thinking skills (Math/Stat/Finance/Economics)

  • Knowledge of/proficiency in programming languages or statistical softwares

  • Financial analysis and evaluation of financial statements of customers/borrowers

  • Analysis of macroeconomic variables and scenarios and its impact to credit risk of borrowers

 

Other Details:

  • Rank: Junior Officer

  • Unit: Risk Management Group/Enterprise and Quantitative Risk Division

  • Office: Metrobank Center, BGC