Sr&T Senior Consultant, Regulatory

Sr T Senior Consultant Regulatory Financial Risk (ORIX METRO Leasing and Finance Corporation)

Makati City, National Capital Region

Salary: ₱ - ₱

Posted today

Job Description

Role Overview:

The primary purpose of this role is to provide additional support in terms of analytical work such as model validation and implementation.

Specific duties and responsibilities:

• Provide assistance in the calibration, enhancements, and development of the bank\'s Internal Credit Risk Rating System (ICRRS), as well as the company\'s Scoring Model based on regulatory requirements.
• Shall also be assigned to perform ECL-related tasks as well as ad hoc assignments that may be assigned occasionally.

Qualifications:

• Graduate of BS Statistic
• At least 1-2 years work experience in quantitative credit risk analysis and/ or risk modeling
• Proficient in Programming and Algorithms: R Python, SAS, SQL, C++, Java, VBA and MS Office applications
• With good communication skills and with a high level of analytical and technical skill

Sr T Senior Consultant Regulatory Financial Risk (ORIX METRO Leasing and Finance Corporation) -2

Makati City, National Capital Region

Salary: ₱ - ₱

Posted today

Job Description

Role Overview:

The primary purpose of this role is to provide additional support in terms of analytical work such model validation, and implementation.

Specific duties and responsibilities:

• Provide assistant in the calibration, enhancements, and development of the bank\'s Internal Credit Risk Rating System (ICRRS), as well as the company\'s Scoring Model based on the regulatory requirements.
• Shall also be assigned to perform ECL-related tasks as well as ad hoc assignments that may be assigned occasionally.

Qualifications:

• Graduate of BS Statistic
• At least 1-2 years work experience in quantitative credit risk analysis and/ or risk modeling
• Proficient in Programming and Algorithms: R Python, SAS, SQL, C++, Java, VBA and MS Office applications
• With good communication skills and with high level of analytical and technical skill
• Health insurance
• Life insurance

Sr T Senior Consultant Regulatory Financial Risk (Orix Metro Leasing and Finance Corporation)

Makati City, National Capital Region

Salary: ₱ - ₱

Posted 1 day ago

Job Description

Role Overview:

The primary purpose of this role is to provide additional support in terms of analytical work such model validation, and implementation.

Specific duties and responsibilities:

• Provide assistant in the calibration, enhancements, and development of the bank\'s Internal Credit Risk Rating System (ICRRS), as well as the company\'s Scoring Model based on the regulatory requirements.
• Shall also be assigned to perform ECL-related tasks as well as ad hoc assignments that may be assigned occasionally.

Qualifications:

• Graduate of BS Statistic, or any other Business related course
• At least 1-2 years work experience in quantitative credit risk analysis and/ or risk modeling
• Proficient in Programming and Algorithms: R Python, SAS, SQL, C++, Java, VBA and MS Office applications
• With good communication skills and with high level of analytical and technical skill

Banking – Senior Credit Risk Analyst

Mandaluyong, National Capital Region

Salary: ₱ - ₱

Posted today

Job Description

JOB SUMMARY

The role is tasked to manage the credit risk exposure of the bank by maintaining and analyzing the credit risk models of the Bank.

JOB DESCRIPTION

• Formulate, maintain, monitor, and analyze the credit risk models of the Bank.
• Generate performance and monitoring reports of the Bank\'s credit risk models.
• Maintain any internal database of potential risk attributes to be used for modeling and eventually in making credit decisions.
• Participate in the review and validation of existing credit risk models of the Bank.
• Calculate the risk parameters (PD, LGD, etc.) and estimate the expected credit losses for provisioning.
• Propose alternative methodologies or parameters for ECL calculation based on regular monitoring and industry best practice.
• Provide recommendations for new or amended credit risk policies
• Performs other functions that may be assigned from time to time.

JOB QUALIFICATION

• Bachelor\'s degree in quantitative discipline (finance, statistics, mathematics, data science or any related field)
• At least 5 years work experience in developing or validating statistical predictive models in credit risk management in the financial sector.
• Strong knowledge in statistical and quantitative theories and their applications.

Credit Risk Modeling and Analytics Team Head

Makati City, National Capital Region

Salary: ₱ - ₱

Posted 1 day ago

Job Description

The Credit Risk Modeling and Analytics Team Head is tasked to manage the credit risk exposures of the Bank by formulating, developing, maintaining, and using credit risk models.

Duties and Responsibilities:

• Leads the formulation and development of credit risk models as required by the Bank\'s risk asset-generating units.
• Manages and monitors the performance and soundness of the credit risk models used by the Bank.
• Performs independent validations on other models used by the other units whenever applicable.
• Facilitates model audit and review whenever necessary.
• Owns the internal databases maintained by the Credit Risk team

Qualifications:

• Graduate of BS in Statistics or Mathematics, or any business-related course
• Preferably with relevant certifications such as CFA, FRM, etc.
• At least 5 years of cumulative experience in credit risk management, model development, statistical data analysis, and programming
• At least 3 years experience in a bank or other financial institutions
• At least 3 years of supervisory experience
• Proficient in the use of MS Office applications
• Intermediate to advanced coding skills (VBA, R, Python, SPSS)
• Excellent written and oral communication skills

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