Credit Risk Models Officer

Chinabank PH; Makati; On-site; PHP 700,000 - 1,100,000; Full time

Job summary

Chinabank PH in the Philippines seeks a Credit Risk Models Officer to develop, validate, and monitor the Bank’s credit risk rating, scoring, and expected credit loss models, ensuring accuracy, compliance, and effectiveness.

This role supports governance, stress testing, portfolio risk monitoring, and risk reporting, while collaborating with business, credit, and finance units to ensure proper implementation and consistent use of credit risk models across the Bank.

Qualifications

• Quantitative degree in Statistics, Data Science, Mathematics, or related field.
• FRM certification preferred but not required.
• Minimum 3 years in credit management or credit risk.

Responsibilities

• Develop, validate, and monitor credit risk models for accuracy and compliance.
• Support model governance, stress testing, and risk reporting.
• Collaborate with business, credit, and finance units to ensure proper model use across the Bank.

Skills

Statistical modeling

Data analysis

Presentation skills

Communication

Analytical thinking

Education

Quantitative degree (Statistics/Data Science/Mathematics)

FRM Certification (preferred)

Tools

Excel

MS Word

MS Access

VBA

R

Python

Job description

The Credit Risk Models Officer

develops, enhances, validates, and monitors the Bank’s credit risk rating, scoring, and ECL models to ensure accuracy, compliance, and effectiveness. The role supports model governance, stress testing, portfolio risk monitoring, and risk reporting, while providing credit risk insights for provisioning and financial reporting. The officer also collaborates with business, credit, and finance units to ensure the proper implementation and consistent use of credit risk models across the Bank.

Educational Background:

• Graduate of Statistics, Data Science, Mathematics, or related quantitative fields; attendance in the Financial Risk Manager (FRM) Certification Program is preferred but not required

Professional Experience:

• At least three (3) years of relevant experience in Credit Management or Credit Risk, including at least one (1) year of experience in credit risk modeling
• Science, Mathematics, or related fields, who have graduated with Latin Honors, may be considered subject to successful

Knowledge and Skills Required:

• Technical knowledge (i.e., statistical models, validation tools), I.T. Skills (i.e., Advanced Excel functionalities, MS Word, MS Access, VBA, and statistical programming using R or Python), Presentation skills (i.e., presentation slides, data visualization and narrative reports); Communication Skills (i.e., oral and written); Cognitive Skills (i.e., Logic and Reasoning, Analytical)