Senior Credit Risk Analyst - ECL & Portfolio Analytics

Billease; Makati; On-site; PHP 900,000 - 1,500,000; Full time

Job summary

Rural Bank of Sta. Maria (Ilocos Sur), Inc. (RBSM) in Makati seeks a Credit Risk Officer to drive Expected Credit Loss (ECL) modeling, portfolio analytics, and risk reporting for senior management.

You will lead ECL development, monitor credit quality and delinquencies, run stress tests, and develop early warning indicators, while collaborating with Finance, Lending, Collections, Data Analytics, and Product teams to optimize risk and ensure BSP compliance.

Qualifications

• Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Actuarial Science, Data Analytics, or related quantitative field.
• At least 5 years of experience in Credit Risk, Portfolio Risk, Risk Analytics, or Credit Risk Modeling.
• Strong knowledge of ECL and credit risk provisioning methodologies.
• Experience performing portfolio analysis, stress testing, and credit performance monitoring.
• Strong analytical skills with experience handling large datasets and translating findings into actionable business recommendations.
• Excellent communication skills for presenting findings to technical and business stakeholders.

Responsibilities

• Lead the calculation and monitoring of ECL methodologies.
• Analyze portfolio performance, credit quality, delinquencies, and risk metrics.
• Conduct portfolio segmentation, vintage and roll-rate analyses to identify emerging risks.
• Develop and monitor Early Warning Indicators to detect deterioration.
• Perform stress testing, scenario, and sensitivity analyses.
• Prepare credit risk reports and dashboards for senior management.
• Recommend improvements to credit policies and underwriting strategies.
• Support regulatory reporting and BSP compliance.
• Partner with Finance, Lending, Collections, Data Analytics, and Product teams to optimize risk.
• Continuously improve credit risk methodologies and reporting automation.

Skills

ECL knowledge

Portfolio risk

Stress testing

Data analysis

Communication

Large datasets

Education

Bachelor's degree in Finance, Economics, Mathematics, Statistics, Actuarial Science, Data Analytics, or a related quantitative field

Tools

SQL

Excel

Job description

Rural Bank of Sta. Maria (Ilocos Sur), Inc. (RBSM) in Makati seeks a Credit Risk Officer to drive Expected Credit Loss (ECL) modeling, portfolio analytics, and risk reporting for senior management.

You will lead ECL development, monitor credit quality and delinquencies, run stress tests, and develop early warning indicators, while collaborating with Finance, Lending, Collections, Data Analytics, and Product teams to optimize risk and ensure BSP compliance.