ECL Model Officer For Pooling

Job Title: ECL Model Officer

Location: UB Square, Eastwood, Quezon City

Employment Type: Probationary

About The Role

The ECL Model Officer is responsible for day-to-day activity in model development, monitoring, and governance of ECL (Expected Credit Loss) models.

What You’ll Do

• Performs ECL model development and enhancements for all Consumer and SME products
• Formulates model performance monitoring for all ECL models
• Provide holistic analysis of the ECL figures ie from risk & business perspective. This includes acquisition, portfolio, and collections risk as well as its relevance in the business
• Ensures all ECL data and analysis are available during Audit (i.e. SGV, BSP)
• Implements all Consumer and SME ECL models and ensures alignment to BSP regulatory requirements.
• Can manage stakeholders on ECL/Reserve outcomes
  
  

• 2 years work experience in ECL model development in Credit Risk
• Graduate of Statistics, Mathematics, Engineering, or related course/degree is preferred
  
  

• Strong knowledge with various statistical tools (i.e. R programming, Python, SAS, etc.)
• Ability to manage teams and cross functional teams.
• Strong analytical and technical skills, decision making skills
• Results oriented and self-starter
• Advanced oral and written communication skills to engage various levels of stakeholders
• Experience in programming preferred