Head of Credit Risk & Portfolio Analytics

City Savings Bank; Pasig; On-site; PHP 2,400,000 - 3,600,000; Full time

Job summary

City Savings Bank is seeking a Department Head to lead the Credit Risk Management function in developing and implementing risk policies, models, and monitoring systems for a high-quality loan portfolio in the Philippines.

The role involves overseeing risk measurement models, monitoring credit exposure against appetite limits, and providing strategic insights to senior management. Strong leadership and extensive experience in credit risk management are required.

Qualifications

• Graduate of Mathematics, Statistics, Finance, or related fields.
• At least 7 years of experience in credit risk management (quantitative risk analysis, risk modelling, and credit evaluation).
• Experience with statistical software such as Knyme, R and Python is a plus.

Responsibilities

• Formulates and recommends policies to manage aggregate credit risk exposure across the bank's asset portfolio.
• Develops tools to measure and monitor portfolio credit risk exposures such as portfolio limits and credit scoring.
• Monitors and recommends adjustments to credit risk models used for business decisions.
• Assesses levels of credit risk weighted exposure used in capital management.
• Ensures accurate estimation and monitoring of expected credit losses for provisioning.
• Provides recommendations to management and board committees to address high-risk exposures.

Skills

Risk analysis

Credit risk modeling

Leadership

Education

Mathematics

Statistics

Finance

Business Management

Tools

Knyme

R

Python

Job description

City Savings Bank is seeking a Department Head to lead the Credit Risk Management function in developing and implementing risk policies, models, and monitoring systems for a high-quality loan portfolio in the Philippines.

The role involves overseeing risk measurement models, monitoring credit exposure against appetite limits, and providing strategic insights to senior management. Strong leadership and extensive experience in credit risk management are required.