Credit Risk Models Officer

As a Credit Risk Models Officer, you will help ensure that credit risk rating and scoring models remain predictive, robust, and compliant with regulatory and business requirements while supporting key risk management and governance initiatives.

Key Responsibilities

• Develop, recalibrate, and enhance credit risk rating and scoring models.
• Perform statistical analyses and model performance reviews.
• Support implementation of credit risk models across lending and risk systems.
• Maintain risk rating databases and model inventories.
• Prepare reports, presentations, and analyses for senior management and the Risk Oversight Committee (ROC).
• Support Expected Credit Loss (ECL) and Probability of Default (PD) model reviews and reporting requirements.
• Assist in model validation, stress testing, audit requirements, and policy updates.

Qualifications

• Graduate of Statistics, Data Science, Mathematics, or other related quantitative fields.
• At least three (3) years of relevant experience in Credit Management or Credit Risk, including at least one (1) year in credit risk modeling.
• Fresh graduates with Latin Honors in quantitative courses may also be considered through the Bank's Management Training Program.
• Proficient in Advanced Excel, MS Access, VBA, and statistical programming tools such as R or Python.
• Strong analytical, problem-solving, communication, and presentation skills