RISK MODELER

Job Summary

Company
Philippine Savings Bank
Industry
Banking/ Financial Services
Location
Philippines
Job Category:
• IT • Oil & Gas • Banking, Insurance & Financial Services
Years of Experience
Function
• IT • Oil & Gas • Banking, Insurance & Financial Services
Education
Posted On
25th Jan 2019

Job Description:



Description:
Credit Loss Modelling

Helps drive the bank's credit portfolio's profitability and performance through the development of cutting edge statistical models
Helps in the development, enhancement, calibration and implementation of loss models that are compliant with the regulatory requirements and expectations and contributes to the technical documentation thereof using established standards

Credit Risk Management

Helps in the use of new modeling and analysis techniques for transactional data, account data, both at customer and portfolio level
Assists in the maintenance and enhancement of tools and techniques used to support challenger model development, model back testing and validation
Assists in the outsourcing process and performance review of outsourced party, if any
Works with Credit Risk Scoring Officer for the performance of credit loss models

Requirements:
Bachelor's degree in Mathematics, Statistics, Engineering or Business Finance
With two (2) years work experience in quantitative risk analysis and risk modeling and a year in modeling credit, market and/or operational risk
Proven experience in the development of predictive models



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About Us

PSBank is the thrift bank arm of the Metrobank Group. It started as a small neighborhood bank right at the heart of the historic Plaza Miranda in Quiapo, Manila, which used to be the country’s commercial and business hub. We opened our first branch in the area on September 26, 1960. Backing our strength is our parent Metropolitan Bank and Trust Company (Metrobank), the banking arm of GT Capital Holdings, Inc., the publicly listed holding firm of the family of George S.K. Ty. We continue to strive to be the country's consumer and retail bank of choice by innovating our products and services to keep up with our clients' ever-evolving needs. We also aim to be recognized as the banking leader in providing exceptional customer experience at every encounter. We have expanded our presence to over 250 branches and more than 600 ATMs nationwide