Credit Risk Quantitative Analysis Officer

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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 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