Portfolio Analytics Officer

Hammerjack Pty Ltd; Philippines; On-site; PHP 1,200,000 - 1,800,000; Full time

Job summary

Hammerjack Pty Ltd seeks a dedicated risk professional to lead Basel framework implementation and oversee BSP-aligned risk monitoring in line with capital requirements.

You will drive ICAAP coordination, stress testing, and regulatory reporting, while guiding risk governance updates across RCBC Group subsidiaries and ensuring timely, accurate analyses for decision-making.

Qualifications

• Bachelor's degree in a relevant field.
• 1+ years experience in quantitative risk analysis, risk modeling, and ECL computation.
• Knowledgeable in R/Python and SQL; familiarity with data analytics in MS Office is a plus.

Responsibilities

• Interpret and generate regulatory reports affecting capital position.
• Coordinate ICAAP and Recovery Planning within RCBC Group and subsidiaries.
• Oversee model performance assessments, stress testing, and other regulatory requirements.
• Provide recommendations on internal triggers and risk management improvements.
• Analyze results to identify risk trends and ensure metric soundness.
• Lead framework development for Risk Governance and Stress Testing with subsidiaries.

Skills

Quantitative risk analysis

R/Python

SQL

Data analytics

Education

Bachelor's degree

Tools

R

Python

SQL

Job description

Job Summary:

Leads the implementation of the Basel Framework and BSP directives that are relevant to sound risk management monitoring and compliance with capital requirements. He/she is also tasked to oversee and conduct the assessment of the Bank's substantial exposures in line with the independent credit review directives under BSP Circular 855.

How will you contribute:

Responsible for the following functional duties:

• Ensuring the accurate interpretation and timely generation of reports relevant to regulatory requirements affecting the Bank's over-all capital position


• Organizing (jointly with Corporate Planning) the Bank's accomplishment of the ICAAP and the Recovery Planning Process within the RCBC Group, as well as other risk management coordination/subject expert advice activities of the Bank with its subsidiaries


• Overseeing model performance assessments, stress testing, and other quantitative regulatory requirements assigned to the Department.


• Provides recommendations on the following: 1.) Establishment or modification of internal triggers to safeguard the Bank from any impending breach of regulatory requirements. 2.) Identification of efficiencies and synergies across the functions performed by the Department. 3.) Maintenance of effective collaboration with other RCBC teams in line with the completion of deliverables to the BSP and internal reporting requirements.


• Analyzes results derived by the functions in the Department with a view to: determining trends that may be vital to risk management decision-making; examining the completeness of metrics or indicators that impact the Bank's capital position or portfolio quality; and verifying the soundness of the conclusions across the various assessments generated


• Leads various teams in the Bank in developing or updating the Risk Governance Framework, Stress Testing Framework, any other Framework required by the BSP that is within the scope of supervised functions in the Department and discussion points and action items with the Bank's subsidiaries during regular Parent Bank meetings with subsidiaries


• Provides credit and credit concentration risk information for the ICAAP


• Produces the regular reports and presentations of the division.


• Assists in developing or updating Risk Frameworks (e.g. Risk Governance, Stress Testing) as required by the Bank or by the BSP.


• Providing timely feedback /escalation to seniors (as needed) regarding developments on the ground as well as critical inputs regarding departmental strategies and goals.


• Providing support to leadership on the activities and projects of the Division to ensure all service quality standards and deliverables are met.


• Assists with fostering open and collaborative work relationships within and outside the team.


• Determining trends that may be vital to risk management decision-making.


• Verifying the soundness of the conclusions across the various assessments generated by the Division.

What will make you successful:

• Bachelor's Degree, preferably a major in Statistics, Mathematics, Business Administration, Economics, Accounting or Financial Management


• At least one (1) year work experience in quantitative risk analysis, risk modeling, and Expected Credit Loss computation.


• Knowledgeable in R/Python and SQL is preferred but not required, working knowledge in data analytics using Microsoft office applications. Preferably with background in credit, market, and operational risks.