Portfolio Risk Analytics Lead - Basel & ICAAP

RCBC; Makati; On-site; PHP 1,800,000 - 2,800,000; Full time

Job summary

RCBC is seeking a risk management professional to lead Basel framework implementation and regulatory reporting in Manila. You will oversee ICAAP recovery planning and supervise model performance, stress testing, and ECL computations for capital adequacy.

You will provide recommendations on internal triggers, analyze results, and coordinate with subsidiaries to ensure timely, accurate regulatory submissions and internal reporting.

Qualifications

• Bachelor’s degree in a relevant field as stated.
• At least 1 year in quantitative risk analysis and ECL computation.
• Knowledge of Basel Framework and BSP directives is preferred.

Responsibilities

• Interpret and generate reports for regulatory requirements affecting capital position.
• Organize ICAAP and Recovery Planning with Corporate Planning and RCBC Group.
• Oversee model performance, stress testing, and other quantitative requirements.
• Provide recommendations on internal triggers and risk synergies.
• Collaborate with RCBC teams and subsidiaries for BSP reporting.
• Lead the development and updating of risk frameworks and governance.

Skills

Quantitative risk analysis

Risk modeling

Data analytics

Regulatory reporting

Education

Bachelor's degree in Statistics, Mathematics, Business Administration, Economics, Accounting or Financial Management

Tools

R

Python

SQL

Job description

RCBC is seeking a risk management professional to lead Basel framework implementation and regulatory reporting in Manila. You will oversee ICAAP recovery planning and supervise model performance, stress testing, and ECL computations for capital adequacy.

You will provide recommendations on internal triggers, analyze results, and coordinate with subsidiaries to ensure timely, accurate regulatory submissions and internal reporting.