Portfolio Risk Officer

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Position Title: Portfolio Risk Officer

Job Summary:

• Responsible for the identification, analysis, monitoring, measurement, and computation of credit risks through the preparation of asset quality reports for reporting to top management, review, and classification of commercial borrowers for Adversely Classified Account (ACA) reports and bank-wide Impairment reports for reserve assessment/adequacy and regulatory (BSP/SGV/Basel) purposes.  Assists the CPCRD, CRD and RSK heads in the analysis, consolidation and submission to the Bank’s Controller of pertinent reserves-related requirements including enhancement and development of reserve assessment, measurement, policies and procedures.

Role Exposure:

• Assists in providing risk assessment and outlook on identified group of accounts requesting for Line increase.
• Regular updating/validation of the composition of account groupings to monitor compliance to large exposure limits.
• Regular review of Bank limits (Industry and Country).
• Supervises analysts in the preparation of bank-wide reports on Adversely Classified Accounts and Impairment reports.
• Validate accounts assessed for impairment by lending units to recognize losses on impaired financial assets in accordance with the provisions of Philippine Financial Reporting Standards 9 (PFRS 9).
• Assist in the calculation of Expected Credit Loss, i.e., staging of accounts, classification of Stage 3, monitoring of NPL accounts, roll-forward analysis, and others.
• Coordinates with other units of the bank involved in the submission of information (i.e., status report, IAR updates, approved loan agreements) necessary for the computation of each borrower’s loan present value based on their cash flow over the life of the loan or collateral liquidation.
• Evaluates and determines borrower loan classifications of the different commercial groups and determines the validity of retaining, upgrading, and downgrading majority of the classified accounts.
• Reviews and finalizes reports prior to submission to CRD and RSK Heads for approval of reserve adequacy, which will then be forwarded to the Controller for appropriate action.
• Assists the CPCRD Head in the preparation of reports needed for presentation to the Risk Oversight Committee.
• Proposes and drafts policies pertaining to the assessment of the Bank’s Allowance of Probable Losses (APL) and other credit-related matters needing amendments to policies and procedures.
• Calculation of Loan Valuation Factors (LVF) for deposits, fixed income securities, and sovereign bonds accepted as collateral for Peso and USD denominated loans, loans against securities, leveraged instruments, and securities in asset swaps.
• Perform secretariat function to Risk Oversight Committee.
• Assist Controllership Group (COG) in securing Credit Ratings and Investment Grades through Bloomberg.
• Assists in the budget preparation and monitoring of the department’s compliance with the approved budget, including capital expenditures, if any.
• Performs other related functions that may be assigned from time to time.

Qualifications:

• Bachelor’s degree in Mathematics or Statistics.
• Must be able to drive actionable insights through data analysis
• Experience in R or Python is an advantage

Other Details:

Rank: Junior Officer

Unit: Risk Management Group / Credit Risk Division / Commercial Portfolio Credit Risk Department
Location: Metrobank Center, BGC, Taguig City