Portfolio Risk Analytics & Governance Lead

RCBC; Philippines; On-site; PHP 900,000 - 1,600,000; Full time

Job summary

RCBC in the Philippines seeks a risk management leader responsible for implementing Basel framework and BSP directives, overseeing assessment of substantial exposures, and ensuring compliance with capital requirements.

You will coordinate ICAAP and Recovery Planning with Corporate Planning, supervise model performance, stress testing, and other quantitative regulatory tasks, and advise on internal triggers and efficiencies.

Qualifications

• Bachelor’s degree in Statistics, Mathematics, Economics, Finance, or related field.
• At least 1 year of work experience in quantitative risk analysis, risk modeling, and Expected Credit Loss computation.
• Knowledge of Python, R, and SQL is preferred.
• Experience with ICAAP and regulatory reporting is a plus.

Responsibilities

• Interpret and generate reports for regulatory requirements affecting capital position.
• Organize ICAAP and Recovery Planning with Corporate Planning.
• Oversee model performance assessments, stress testing, and other quantitative regulatory requirements.
• Provide recommendations on internal triggers and cross-functional efficiencies across the department.
• Lead teams in developing or updating Risk Governance and Stress Testing frameworks.

Skills

Risk analysis

Risk modeling

Data analytics

Python

SQL

Education

Bachelor’s degree in Statistics/Mathematics/Economics/Finance or related field

Tools

Python

SQL

R

Job description

RCBC in the Philippines seeks a risk management leader responsible for implementing Basel framework and BSP directives, overseeing assessment of substantial exposures, and ensuring compliance with capital requirements.

You will coordinate ICAAP and Recovery Planning with Corporate Planning, supervise model performance, stress testing, and other quantitative regulatory tasks, and advise on internal triggers and efficiencies.