Company: Union Bank of the Philippines
Position: Risk Model Management Team Lead
Office Location: UB Square, Quezon City
Job Summary: The
Risk Model Management Team Lead is responsible to lead the model monitoring and governance for all Consumer Unsecured Products.
Duties And Responsibilities
- Manages the ongoing model performance monitoring for all credit risk models across all Consumer Unsecured products.
- Works with the model validation team to ensure timely assessment of models.
- Coordinates with cross-functional units to ensure model usage is consistent with approval document.
- Support business growth for projects requiring validation of new credit modelling tools for Unsecured products.
- Manages proper implementation of all Consumer models and ensures appropriate testing, approvals and controls are in place.
- Manages appropriateness of model cutoffs and model-related strategies in the credit cycle.
- Ensures that all Unsecured Risk scores are aligned to Model Risk Management framework.
- Guide junior officers, provide analysis and recommendation coming from credit risk perspective to the business and functional line.
Experience And Education
- Bachelor's degree in Statistics, Mathematics, Engineering, or related field.
- Minimum 6 years of experience in Risk Management or related areas.
- Finance and accounting skills, to understand the impact of various risks on the company's budget and revenue.
- Strong quantitative and analytical skills to run the necessary calculations.
- Experience in modeling development is an advantage.
- Proficient in SAS, Python and R programming.
- People management experience is required.
Required Skills
- Finance and accounting skills, to understand the impact of various risks on the company's budget and revenue;
- Strong quantitative and analytical skills to run the necessary calculations.
- Experience in modeling development is an advantage
- Experience in managing a small team
