Risk Analytics Officer

City Savings Bank, Inc.; Pasig; On-site; PHP 600,000 - 900,000; Full time

Job summary

City Savings Bank, Inc. is seeking a Risk Analytics Officer to join our Risk Management team. You will develop, calibrate, monitor, and validate PD, EAD, LGD models for our loan portfolio, ensuring PFRS 9 compliance and robust risk measurement.

You will conduct model reviews, build macroeconomic overlays, and apply advanced analytics to forecast credit risk, delivering actionable insights for strategy and regulatory reporting, with thorough documentation to support governance.

Qualifications

• Bachelor's or Master's degree in Statistics, Mathematics, Economics, or related discipline.
• Experience in credit risk modeling preferred; fresh graduates welcome with strong statistical foundations.
• Strong knowledge of statistical modeling techniques and software (SAS, R, Python).
• Familiarity with PFRS 9 and regulatory frameworks.

Responsibilities

• Develop, calibrate, monitor, and validate PD, EAD, LGD models.
• Review credit risk models for health, performance, predictive accuracy.
• Develop macroeconomic overlays to enhance risk forecasting.
• Leverage advanced analytics to forecast risk metrics and support decision-making.
• Prepare model documentation for internal and regulatory use.
• Provide specialized analyses to support business initiatives.

Skills

Credit risk modeling

Statistical modeling

PD EAD LGD

Macroeconomic analysis

SAS

R

Python

Education

Bachelor's degree in Statistics/Mathematics/Economics

Master's degree in Statistics/Mathematics/Economics

Tools

SAS

R

Python

Job description

As a Risk Analytics Officer, you will play a vital role within our Risk Management function. Your expertise in credit risk modeling will be instrumental in maintaining the robustness and accuracy of our risk models across our diverse portfolio of financial products.

• Develop, calibrate, monitor, and validate the performance of Probability of Default (PD), Exposure at Default (EAD), and Loss Given Default (LGD) models for our loan products, ensuring compliance with PFRS 9 and other regulatory requirements.

• Conduct comprehensive reviews of credit risk models to assess their health, performance, and predictive accuracy. Identify potential issues and propose enhancements.

• Develop and maintain macroeconomic overlay models to integrate macroeconomic factors into our credit risk assessments and enhance our risk forecasting capabilities.

• Leverage advanced statistical techniques to forecast credit risk metrics and provide actionable insights for strategic planning.

• Prepare thorough model documentation that adheres to internal and regulatory requirements.

• Perform specialized credit risk analyses to support various business initiatives and decision-making processes.

Job Qualifications

• Bachelor's or Master's degree in Statistics, Mathematics, Economics, or a related discipline.

• Experience in credit risk modeling is preferred, but fresh graduates with a strong foundation in statistical modeling and a passion for risk management are welcome to apply.

• Strong knowledge of statistical modeling techniques, software (e.g., SAS, R, Python), and macroeconomic analysis.

• Familiarity with PFRS 9 and other pertinent regulatory frameworks.