Model Risk Analyst

3 weeks ago


Manila, Philippines Monee Full time

Overview

Monee Manila, National Capital Region, Philippines. Join to apply for the Model Risk Analyst - Risk, SeaBank role at Monee .

Responsibilities
  • Support the Model Risk Officer in enhancing the Bank's model risk policy
  • Assist the Model Risk Officer in the regular review of all Bank models and conduct model risk assessment of new products and processes
  • Participate in developing models for the Risk Management team
  • Employ effective challenge and propose research-backed solutions to model owners and developers to optimize model performance; conduct independent model validation when needed
  • Assist the Model Risk Officer in the maintenance of the Bank's model inventory
  • Evaluate and analyze post-implementation model performance monitoring reports to ensure continuous satisfactory performance
  • Assist the model risk officer in preparing relevant reports regarding the Bank's model risk exposure and models' compliance with relevant policies and regulations
Requirements
  • Bachelor's Degree / 4-Year Course Graduate of Statistics, Mathematics, Data Science or other related discipline
  • Proficient in data analytics and programming languages (e.g. R, Python, SQL, JavaScript)
  • Knowledge in quantitative analysis and machine learning techniques is a plus
  • Strong analytical, problem-solving, and critical thinking skills
  • Above average written and verbal communication skills
  • Comfortable working in a fast-paced, high-intensity work environment
Seniority level
  • Entry level
Employment type
  • Full-time
Job function
  • Finance and Sales
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