Credit Risk Modeling & Forecasting Specialist

City Savings Bank, Inc.

Pasig

On-site

PHP 600,000 - 900,000

Full time

5 days ago

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Job summary

City Savings Bank, Inc. is seeking a Risk Analytics Officer to join our Risk Management team. You will develop, calibrate, monitor, and validate PD, EAD, LGD models for our loan portfolio, ensuring PFRS 9 compliance and robust risk measurement.

You will conduct model reviews, build macroeconomic overlays, and apply advanced analytics to forecast credit risk, delivering actionable insights for strategy and regulatory reporting, with thorough documentation to support governance.

Qualifications

Bachelor's or Master's degree in Statistics, Mathematics, Economics, or related discipline.
Experience in credit risk modeling preferred; fresh graduates welcome with strong statistical foundations.
Strong knowledge of statistical modeling techniques and software (SAS, R, Python).
Familiarity with PFRS 9 and regulatory frameworks.

Responsibilities

Develop, calibrate, monitor, and validate PD, EAD, LGD models.
Review credit risk models for health, performance, predictive accuracy.
Develop macroeconomic overlays to enhance risk forecasting.
Leverage advanced analytics to forecast risk metrics and support decision-making.
Prepare model documentation for internal and regulatory use.
Provide specialized analyses to support business initiatives.