Credit Risk Modeling & Analytics Analyst

The Corporate Institute; Hinoba-an; On-site; PHP 900,000 - 1,300,000; Full time

Job summary

The Corporate Institute is seeking a Credit Risk professional with strong modelling and analytics to develop and monitor credit risk models, perform stress testing, and provide insights to guide credit strategy. Collaboration with multiple teams and strict adherence to Basel II/III and IFRS 9/CECL frameworks are essential.

Applicants should have 3–8 years in Credit Risk Modelling or Analytics, proficiency in SAS/SQL and Python or R, and a solid understanding of portfolio risk metrics.

Qualifications

• 3–8 years of experience in Credit Risk Modelling, Credit Risk Analytics, Risk Analytics, or a related field.
• Strong hands-on experience in credit risk modelling and statistical modelling.
• Good understanding of Basel II/III regulatory requirements and credit risk frameworks.
• Experience with IFRS 9 and/or CECL/CCAR requirements, including expected credit loss and related risk modelling concepts.

Responsibilities

• Develop, validate, and monitor credit risk models using SAS, SQL, and statistical modelling techniques to predict probability of default, loss, and other credit risk metrics.
• Perform credit risk analysis across portfolios and identify key drivers of portfolio performance and risk.
• Develop and enhance scorecards, loss forecasting models, and other credit risk analytics solutions.
• Conduct stress testing, scenario analysis, and sensitivity analysis to assess portfolio resilience under different economic and business conditions.
• Analyse model outputs and portfolio trends to identify emerging risks, opportunities, and areas for improvement.
• Provide data-driven insights and recommendations to senior stakeholders on credit risk, loss forecasting, scorecards, and portfolio performance.
• Collaborate with Credit, Risk, Business, Finance, Data, and Technology teams to design and implement effective credit risk strategies.
• Ensure models and analytical approaches comply with applicable regulatory and risk management requirements.
• Support model documentation, validation, performance monitoring, and periodic model reviews.
• Work with large datasets to ensure data quality, accuracy, and suitability for modelling and risk analysis.
• Stay updated on developments in credit risk modelling, statistical techniques, regulatory requirements, and emerging analytical methodologies.

Skills

SAS

SQL

Python

R

Scorecards

PD concepts

Loss forecasting

Stress testing

Basel II/III

Job description

The Corporate Institute is seeking a Credit Risk professional with strong modelling and analytics to develop and monitor credit risk models, perform stress testing, and provide insights to guide credit strategy. Collaboration with multiple teams and strict adherence to Basel II/III and IFRS 9/CECL frameworks are essential.

Applicants should have 3–8 years in Credit Risk Modelling or Analytics, proficiency in SAS/SQL and Python or R, and a solid understanding of portfolio risk metrics.