Risk Modeler

1 day ago

Makati City, National Capital Region, Philippines Security Bank Full time ₱600,000 - ₱1,000,000 per year

As a Model Developer, you are responsible for aspects of the development lifecycle of quantitative models in market, corporate/commercial, retail, credit, and Expected Credit Loss (ECL). Ensure all processes and procedures conform to both enterprise and regulatory requirements on model governance.

How you'll contribute

  • Conduct specific aspects of the model development cycle which includes data acquisition, assessing data integrity, model development, documentation, and implementation assistance for quantitative models of Credit, Market, and Liquidity risks

  • Use techniques from quantitative risk management, financial mathematics, and econometrics to develop and change existing risk models as model performance triggers are received, including but not limited to ECL models

  • Ensure compliance with ongoing internal and regulatory initiatives

  • Bring innovation to the Group in the development, refinement and implementation of risk models

  • Assist with user understanding and acceptance of models and associated analytics, including written and verbal presentations to model owners, model users, stakeholders, and oversight groups

  • Collaborate with Risk Management teams: Wholesale Credit Risk, Retail Credit Risk, ALM/Market Risk, Model Risk Management, and Data Management to deliver project requirements

What we're looking for

  • Bachelor's or College degree holder

  • At least 4-5 years of relevant experience with econometric, statistical or risk modeling

  • Has the understanding of the following: a. Credit, Market, and Liquidity risk modeling; b. Risk management discipline, principles, and regulatory requirements; c. Expected Credit Loss/PFRS9 standards

  • Sound knowledge of statistical modeling concepts and industry best practices

  • Excellent quantitative and analytic skill

  • Has the ability to derive patterns, trends, and insights

  • Good programming skills in SAS/Python/R

  • Strong ability to communicate complex technical results to non-quantitative audience

About Security Bank

Security Bank is one of the Philippines' best capitalized private domestic universal banks.

Established in 1951 and publicly listed with the Philippine Stock Exchange (PSE:SECB) in 1995, our major businesses cover retail, corporate, commercial, and business (MSME) banking.

We're recognized as an Employer of Choice in Philippine banking by various award giving bodies for our values-based culture, industry-leading engagement and benefits, and commitment to work-life balance.

Most recently, we ranked as the #2 best employer in the Philippines and #54 globally on the prestigious Forbes' World's Best Employers 2023 list.

At Security Bank, our approach to Human Capital Management (HCM) is embodied by our

Employee Value Proposition (EVP): "YOU matter."

Start your BetterBanking career with us today.

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