ECL Model Officer - Credit Risk & Analytics

UnionBank; Philippines; On-site; PHP 600,000 - 900,000; Full time

Job summary

UnionBank in Quezon City is seeking an ECL Model Officer to oversee day-to-day development, monitoring, and governance of Expected Credit Loss models for Consumer and SME portfolios. You will perform model development, implement performance monitoring, and ensure data and analyses are ready for audits by regulators such as BSP and SGV.

The role requires collaboration with risk and business units, strong analytical and programming skills, and the ability to manage stakeholders on ECL and reserve

Qualifications

• 2 years work experience in ECL model development in Credit Risk.
• Degree in Statistics, Mathematics, Engineering, or related field preferred.

Responsibilities

• Develop and enhance ECL models for Consumer and SME products.
• Formulate model performance monitoring for ECL models.
• Provide holistic analysis of ECL figures from risk and business perspectives.
• Ensure ECL data and analyses are available for audits (SGV, BSP).
• Implementation of Consumer and SME ECL models aligned with BSP regulations.
• Stakeholder management on ECL/Reserve outcomes.

Skills

Team management

Analytical thinking

Communication skills

Decision making

Self-starter

Education

Bachelor's degree in Statistics, Mathematics, Engineering or related field

Tools

R programming

Python

SAS

Job description

UnionBank in Quezon City is seeking an ECL Model Officer to oversee day-to-day development, monitoring, and governance of Expected Credit Loss models for Consumer and SME portfolios. You will perform model development, implement performance monitoring, and ensure data and analyses are ready for audits by regulators such as BSP and SGV.

The role requires collaboration with risk and business units, strong analytical and programming skills, and the ability to manage stakeholders on ECL and reserve