Credit Risk Quantitative Analysis Officer
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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 modelers in the industry
- Work on challenging and impactful projects that contribute to the Bank's growth and success
- Participate in cross-functional teamwork, fostering collaboration and creativity, and receive personalized career coaching and mentoring to chart your professional growth path
- Enjoy competitive perks and benefits that reward your hard work and dedication
Qualifications:
- At least 2 years of related experience in credit risk preferably in banking
- Has strong analytical and critical thinking skills (Math/Stat/Finance/Economics)
- Knowledge of/proficiency in programming languages or statistical software
- Proficiency in Excel and PowerPoint for data analysis and presentation.
- Proactive, self-driven, and able to work independently.
- Ability to interact effectively with various stakeholders within the bank
Other Details:
Rank: Junior Officer
Unit: Risk Management Group / Enterprise and Quantitative Risk Division / Credit Risk Quantitative Analysis Department
Location: Metrobank Center, BGC
Work Set-up: Monday to Friday, Onsite