ECL Model Officer For Pooling

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

Job Description:

Job Title: ECL Model Officer

Location: UB Square, Eastwood, Quezon City

Employment Type: Probationary

About The Role

The ECL Model Officer is responsible for day-to-day activity in model development, monitoring, and governance of ECL (Expected Credit Loss) models.

What You'll Do

• Performs ECL model development and enhancements for all Consumer and SME products
• Formulates model performance monitoring for all ECL models
• Provide holistic analysis of the ECL figures ie from risk & business perspective. This includes acquisition, portfolio, and collections risk as well as its relevance in the business
• Ensures all ECL data and analysis are available during Audit (i.e. SGV, BSP)
• Implements all Consumer and SME ECL models and ensures alignment to BSP regulatory requirements.
• Can manage stakeholders on ECL/Reserve outcomes

What We're Looking For

• 2 years work experience in ECL model development in Credit Risk
• Graduate of Statistics, Mathematics, Engineering, or related course/degree is preferred

Required Skills

• Strong knowledge with various statistical tools (i.e. R programming, Python, SAS, etc.)
• Ability to manage teams and cross functional teams.
• Strong analytical and technical skills, decision making skills
• Results oriented and self-starter
• Advanced oral and written communication skills to engage various levels of stakeholders
• Experience in programming preferred