Section Head (Risk Modeling)

Company Description

Philippine National Bank (PNB) is one of the country's largest private universal banks in terms of assets and deposits, offering a full range of banking and financial services. It serves a diverse clientele, including individual depositors, small and medium enterprises, corporations, government institutions, and overseas Filipinos. With over a century of stability and excellence, PNB is committed to putting customers first and supporting long-term financial growth. The Bank's operations are regulated by the Bangko Sentral ng Pilipinas, ensuring sound governance and regulatory compliance for its products and services.

Role Description

The Risk Modeling Section Head leads the end-to-end development of quantitative risk models across credit risk, market risk, asset and liability management (ALM), operational risk, climate risk and other material risk areas. The role provides strategic direction on model development and enhancement initiatives, ensuring adherence to internal policies and regulatory standards. The Section Head operates independently from the model validation function to maintain objectivity and avoid conflicts of interest, with clear segregation of duties between development and validation activities. The Section Head communicates analytical results and insights to relevant stakeholders, translating model outputs into actionable business recommendations that strengthen the Bank's risk management.

Qualifications

• At least 5 years of total work experience in risk analytics with at least 3 years of experience in risk model development.
• At least 12 months in leading a risk modeling team.
• With project management, change management, and statistical modeling experience.