Credit Risk Models Officer

China Banking Corporation (CBC); Makati; On-site; PHP 1,200,000 - 1,900,000; Full time

Job summary

China Banking Corporation (CBC) invites applications for a Credit Risk Models Officer in Makati. The role focuses on keeping credit risk rating and scoring models predictive, robust, and compliant with regulatory and business requirements.

You will contribute to governance initiatives and risk oversight through quantitative modeling and reporting. The position requires a quantitative degree and hands-on experience with risk models, data analysis, and reporting for senior management and ROC.

Qualifications

• Graduate of Statistics, Data Science, Mathematics, or related quantitative field.
• At least 3 years of experience in Credit Management or Credit Risk, including at least 1 year in credit risk modeling.
• Fresh graduates with Latin Honors in quantitative courses may be considered through the Bank's Management Training Program.
• Proficient in Advanced Excel, MS Access, VBA, and statistical programming tools such as R or Python.
• Strong analytical, problem-solving, communication, and presentation skills.

Responsibilities

• Develop, recalibrate, and enhance credit risk rating and scoring models.
• Perform statistical analyses and model performance reviews.
• Support implementation of credit risk models across lending and risk systems.
• Maintain risk rating databases and model inventories.
• Prepare reports, presentations, and analyses for senior management and the ROC.
• Support ECL and PD model reviews and reporting requirements.
• Assist in model validation, stress testing, audit requirements, and policy updates.

Skills

Analytical skills

Problem-solving

Communication skills

Presentation skills

Education

Statistics/Data Science/Mathematics degree

Tools

Advanced Excel

MS Access

VBA

R

Python

Job description

As a Credit Risk Models Officer, you will help ensure that credit risk rating and scoring models remain predictive, robust, and compliant with regulatory and business requirements while supporting key risk management and governance initiatives.

Key Responsibilities

• Develop, recalibrate, and enhance credit risk rating and scoring models.

• Perform statistical analyses and model performance reviews.

• Support implementation of credit risk models across lending and risk systems.

• Maintain risk rating databases and model inventories.

• Prepare reports, presentations, and analyses for senior management and the Risk Oversight Committee (ROC).

• Support Expected Credit Loss (ECL) and Probability of Default (PD) model reviews and reporting requirements.

• Assist in model validation, stress testing, audit requirements, and policy updates.

Qualifications

• Graduate of Statistics, Data Science, Mathematics, or other related quantitative fields.

• At least three (3) years of relevant experience in Credit Management or Credit Risk, including at least one (1) year in credit risk modeling.

• Fresh graduates with Latin Honors in quantitative courses may also be considered through the Bank's Management Training Program.

• Proficient in Advanced Excel, MS Access, VBA, and statistical programming tools such as R or Python.

• Strong analytical, problem-solving, communication, and presentation skills