Risk Modeling Analyst

7 hours ago

Makati City, National Capital Region, Philippines ORIX METRO Leasing and Finance Corporation Full time ₱1,500,000 - ₱3,000,000 per year

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 Mathematics
  • At least 2-3 years work experience in quantitative credit risk analysis and/ or risk modeling
  • Experience in ECL 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

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