Credit Risk Modeling

2 weeks ago


Makati City, National Capital Region, Philippines Bank of the Philippine Islands (BPI) Full time

JOB SUMMARY

Responsible for developing, implementing and monitoring credit risk models, generating analytics reports to monitor the composition and delinquency of the corporate/consumer-secured/consumer-unsecured loan portfolio, analyzing portfolio risks and providing feedback to Senior Management.

DUTIES & RESPONSIBILITIES

  • Develop models for estimating the PFRS 9 risk parameters (i.e. probability of default, loss given default, and exposure at default) used in calculating expected credit loss (ECL) for the BPI Group's loan portfolio, covering large corporate, SME, FI/insurance, auto, housing, credit cards, personal loans and SEME (microfinance); implement the ECL models monthly to calculate the required ECL
  • Develop and implement large corporate and SME credit risk rating models / consumer behavioral scorecards using SAS programs to determine the probabilities of default of the bank's customers
  • Generate reports to monitor the performance of credit rating/scoring models using various statistical measures in order to determine whether predictive power is still acceptable
  • Generate credit risk analytics reports to monitor loan volume, composition, delinquency rates and borrower profile, which are used as inputs for risk monitoring and management
  • Prepare ad hoc loan portfolio reports as requested by various units for use in business unit reviews, management reporting, etc.
  • Maintain and ensure the availability and integrity of the credit rating/scoring database by periodic data clean-up and back-up of program files and data sets
  • Automate and validate manual processes used for report generation to ensure efficiency and accuracy

SKILLS & QUALIFICATIONS

  1. Bachelor's Degree in Mathematics / Actuarial Science / Statistics or any related field
  2. At least one and half years' experience as a SAS programmer

#J-18808-Ljbffr
  • Credit Risk Analytics

    2 weeks ago


    Makati City, National Capital Region, Philippines KSearch Asia Consulting, Inc. Full time

    Credit Risk Analytics (AVP to VP) Urgent HiringJOB DESCRIPTION Responsible for helping develop a long term and sustainable credit risk strategy for the identified segment in coordination with HO and for its adherence to the Risk Appetite Statements and applicable group policies Actively collaborate in the development of a new and flexible decision engine...

  • Credit Risk Officer

    2 weeks ago


    Makati City, National Capital Region, Philippines Bank of the Philippine Islands (BPI) Full time

    Rank : Assistant Manager JOB SUMMARYThis position is primarily responsible for credit risk control and risk surveillance of high-risk accounts and portfolio-at-risk such as top borrowers, problem credits, and vulnerable segments of the Bank. This position is also responsible for the generation of various credit risk reports that caters to the needs of senior...


  • Makati City, National Capital Region, Philippines ING Full time

    At ING, we believe it's your ideas, not your age that matter. As part of our team, you'll work in a dynamic, international environment where you learn at a fast pace and be hands-on from the start.COO Risk sits right at the heart of the Bank's complexity. We translate our rather complex banking business exposures into impact on risk weighted assets and...


  • Makati City, National Capital Region, Philippines ING Full time

    At ING, we believe it's your ideas, not your age that matter. As part of our team, you'll work in a dynamic, international environment where you learn at a fast pace and be hands-on from the start.COO Risk sits right at the heart of the Bank's complexity. We translate our rather complex banking business exposures into impact on risk weighted assets and...


  • Makati City, National Capital Region, Philippines ING Full time

    At ING, we believe it's your ideas, not your age that matter. As part of our team, you'll work in a dynamic, international environment where you learn at a fast pace and be hands-on from the start.COO Risk sits right at the heart of the Bank's complexity. We translate our rather complex banking business exposures into impact on risk weighted assets and...

  • Credit Risk

    2 days ago


    Makati City, National Capital Region, Philippines ING Full time

    Business Analyst – Credit Risk ReportingBackground on what ING is about (Generic ING background): ING Hubs Philippines (ING Hubs PH) is an international part of the ING organization delivering services to many Business Units across the world for both Wholesale Banking and Retail Banking activities. Working for ING Hubs PH means working with the most...

  • Credit Risk Manager

    2 weeks ago


    Makati City, National Capital Region, Philippines KSearch Asia Consulting, Inc. Full time

    Urgent hiring for a multinational banking company. Search for jobs in banking and finance by visiting this website more often.CLIENTA Chinese multinational banking company.JOB DESCRIPTION• Report to the Head or Deputy Head of Risk Control Department;• Review and assess the credit proposal from front office;• Analyze macroeconomics, economic activity...


  • Makati City, National Capital Region, Philippines KSearch Asia Consulting, Inc. Full time

    One of the top local banks in the country.JOB DESCRIPTION• Oversees the management of bankwide credit risks and recommend credit risk management policies, standards and practices for the measurement, reporting, monitoring, limiting and analysis of credit risk.• Oversees the independent credit risk review of the bank's lending units with emphasis on...


  • Makati City, National Capital Region, Philippines Cebuanalhuillierbank Full time

    The primary responsibility of this role is to apply data mining and statistical techniques to gain valuable insights for managing the credit portfolio and ensuring compliance with financial regulations. This role also involves creating and monitoring risk metrics and early warning triggers to assess credit portfolio performance. It includes delivering...


  • Mandaluyong City, National Capital Region, Philippines Maya Full time

    Maya Bank is looking for an experienced Credit and Portfolio Manager to join our team. The successful candidate will be responsible for overseeing the credit risk management function and optimizing the performance of our portfolio. This role requires a deep understanding of lending products, portfolio analysis, and risk management strategies.Nature of...


  • Mandaluyong City, National Capital Region, Philippines Maya Full time

    Maya Bank is looking for an experienced Credit and Portfolio Manager specializing in credit cards to join our team. The successful candidate will be responsible for overseeing the credit risk management function and optimizing the performance of our credit card portfolio. This role requires a deep understanding of credit card lending products, portfolio...


  • Makati City, National Capital Region, Philippines KSearch Asia Consulting, Inc. Full time

    A fin-tech company currently operating in Bulgaria, South Africa, and the PhilippinesJOB DESCRIPTION• Design and implement portfolio analytics solutions for the credit portfolio (which may include financial• and/or non-financial data)• Manage the activities, scope, timeline, and delivery of credit reports and projects• Identify, measure and monitor...


  • Makati City, National Capital Region, Philippines Metrobank Full time

    Press Tab to Move to Skip to Content Link 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...

  • Chief Risk Officer

    2 weeks ago


    Makati City, National Capital Region, Philippines KSearch Asia Consulting, Inc. Full time

    A leading Taiwanese Bank searches for a Chief Risk Officer, and is for immediate hiring. See more job openings in Banking CLIENTA leading Taiwanese Bank.JOB DESCRIPTION• Oversee the overall quality of Branch's credit portfolio• Knowledgeable and experience in preparing the folllowing reports: ICAAP, Market/Credit Liquidity Stress Testing, Basel III•...


  • Makati City, National Capital Region, Philippines AXA Group Full time

    To hold overall accountability over actuarial models while working closely with various stakeholders (eg Chief Actuary, Valuation and Capital, Pricing, Risk, Investment and Group Office) and initiate innovative model designs to meet regulatory changes and business needs.To drive improvements by proposing and implementing changes in existing modelling...


  • Makati City, National Capital Region, Philippines AXA Group Full time

    To hold overall accountability over actuarial models while working closely with various stakeholders (eg Chief Actuary, Valuation and Capital, Pricing, Risk, Investment and Group Office) and initiate innovative model designs to meet regulatory changes and business needs.To drive improvements by proposing and implementing changes in existing modelling...


  • Makati City, National Capital Region, Philippines AXA Group Full time

    To hold overall accountability over actuarial models while working closely with various stakeholders (eg Chief Actuary, Valuation and Capital, Pricing, Risk, Investment and Group Office) and initiate innovative model designs to meet regulatory changes and business needs.To drive improvements by proposing and implementing changes in existing modelling...

  • Coastal Modeler

    2 weeks ago


    Makati City, National Capital Region, Philippines JeonSoft Corporation Full time

    Full-TimeMale/FemalePer MonthMinimum of 5 years (Supervisor/5 Yrs & Up Experience)Posted 5 days agoHiring until Aug 23, 2024 JOB OVERVIEW QUICK APPLY Job DescriptionWe have an immediate opening for an Intermediate or Senior Coastal Modeler to join our Australian coastal engineering team to be based in Manila. As a Hydrodynamic / Coastal Modeler you would...

  • GI Risk Officer

    1 month ago


    Makati City, National Capital Region, Philippines AXA Group Full time

    KEY ACCOUNTABILITIES:Quantitative and Analytical Support on Risk Modeling, Actuarial Reviews, and GovernanceCoordinate and provide support for independent second opinion reviews on strategic plan, product development, pricing, reinsurance, reserving, and capital management Lead and develop the modelling of P&C risks for all lines of business Review and...

  • GI Risk Officer

    2 weeks ago


    Makati City, National Capital Region, Philippines AXA Group Full time

    KEY ACCOUNTABILITIES:Quantitative and Analytical Support on Risk Modeling, Actuarial Reviews, and GovernanceCoordinate and provide support for independent second opinion reviews on strategic plan, product development, pricing, reinsurance, reserving, and capital management Lead and develop the modelling of P&C risks for all lines of business Review and...