Risk Model Officer

3.0

Job Type   /   Job Level

Full-time   /   Senior Executive

Company Location

Philippines

Job Descriptions

Create, maintain, and update the model risk management framework.
Develop, implement, test and monitor credit risk models (e.g. Application scoring, Behavioral scoring, etc.).
Develop, implement, test and monitor additional models as required to support business needs.
Establish, maintain and update model inventory, classification, and materiality assessment.
Test, monitor, and validate all third-party risk models outsourced by TFSPH.
Ensure model risk management is aligned with regulatory and compliance requirements.
Assist in the maintenance of internal data maintained by the risk management department
Assist in the development of additional reports as required by business needs requested to the risk management department.
Coordinate, communicate and maintain good relationship with internal customers.

Qualifications

Accurate and validated model scores to ensure accurate risk assessment;
To meet Global and Local (SEC and BSP) Credit Risk Management Reporting Requirements.
Relevant amount of experience in Model Risk, Credit Review, Audit and/or Banking and Finance Education:
Bachelors degree (Business Course preferably Statistics, Mathematics, Economics, or Banking and Finance).
Knowledgeable in Microsoft Office, analytics software (SAS, R-Studio, or other related software) and market data provider (Reuters or Bloomberg).

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