Risk Management Officer (Risk Modeling)

Philippine National Bank (PNB); Pasay; On-site; PHP 600,000 - 1,000,000; Full time

Job summary

Philippine National Bank (PNB) is seeking a Risk Management Officer in the Risk Modeling Section. You will design, develop, and refine risk models using quantitative techniques, and prepare documentation to support validation, regulatory review, and audits.

You will collaborate with validators and stakeholders to address findings and ensure compliance, contributing to robust risk measurement and governance aligned with standards.

Qualifications

• BS Statistics degree required.
• At least 1 year of experience in risk analytics in banking.
• Knowledge in statistical modeling.

Responsibilities

• Design, develop, and refine risk models using quantitative techniques.
• Prepare technical documentation to support model validation, regulatory review, and audit activities.
• Collaborate with validators and stakeholders to address validation findings and ensure compliance.
• Contribute to risk measurement and governance to ensure models are robust and aligned with standards.

Skills

Statistical modeling

Risk analytics

Documentation

Education

BS Statistics

Job description

Role Description

The Risk Management Officer in the Risk Modeling Section is responsible for designing, developing, and refining risk models using sound quantitative techniques. The role includes preparing comprehensive technical documentation to support model validation, regulatory review, and audit activities. In addition, the officer collaborates with validators and other stakeholders to address validation findings and ensure compliance. This position plays a key role in risk measurement and governance, ensuring that models are robust, transparent, and aligned with regulatory standards and best practices.

Qualifications

• Graduate of BS Statistics

• At least 1 year of experience in risk analytics preferably in the banking industry

• With knowledge in statistical modeling