Credit Risk Associate, MariBank

What you'll do

• Assist the Credit Risk Lead in calculating the appropriate credit risk appetite statements, indicators and thresholds for recommendation to the Risk Oversight Committee (“ROC”) and the Board of Directors ("Board")
• Policy Reviews - Support the Credit Risk Lead in continuously enhancing the Bank's credit risk policies
• New Product Assessment - Provide supplemental analysis to the overall credit risk assessment for proposed new products and services
• ECL management - Design and implement various models of the Bank related to credit risk e.g. internal credit risk rating models and ECL models. Prepare regular ECL reports and perform adhoc analysis using various sets of assumptions as needed
• Portfolio monitoring - Conduct portfolio monitoring and analysis on loan concentration and asset quality

Requirements

• Bachelor’s degree in Statistics, Math, Finance, Economics, or other related discipline
• At least 5-7 years of experience in the banking industry particularly on credit risk management for retail loans
• Working knowledge of SQL is a must-have, knowledge of Python or R is preferred. Experience in credit risk model development is a plus
• Problem-solving skills and a positive constructive attitude are a must
• Structured, factual, and data-driven. Ability to deep dive into data and elaborate clear and synthetic insights
• Comfortable working in a fast-paced, high-intensity work environment
• Amenable to work on-site in Ortigas, Mandaluyong City