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Risk Management Manager

Job Category:

Finance

Job Level:

Executive

Open Date:

06-Jul-2020

Location:

CITY OF PASIG

Close date:

30-Sep-2020

Client Industry:

FINANCIAL SERVICES

Job Description and Qualification:

  • Developing and maintaining capital adequacy models.
  • Developing and maintaining expected credit loss models that are compliant to IFRS9.
  • Maintaining credit rating scorecards and advising on the use and application of such scorecards.
  • Assessing, scoring, and rating proposed and outstanding credit guarantees.
  • Monitoring and reporting compliance with risk controls.
  • Assisting in advisory relating to appropriate credit risk control/mitigation.
  • Assisting in drafting credit review and credit scoring notes.
  • Generating risk reports to the Board and management.
  • Liaising with external rating agents.
  • Advising management, and deal team.
  • Assist in enhancing the Risk Management Framework.
  • Developing/enhancing credit risk database and reporting system.
  • Developing / maintaining required credit-related models.
  • Assisting in the supervision of risk and control self-assessment.
Relevant Experience and Skills
  • At least 10 years direct experience in credit modeling, particularly of capital adequacy, IFRS9- expected credit loss, and credit scoring; and 15-20 years of experience working for financial institutions, institutional investors, rating agencies, bank regulators, etc.
  • Credit assessment, scoring, rating of (large) corporates.
  • Proficient in MS Excel, MS Word, MS Powerpoint. Proficiency in MS Power BI would help.
  • Proficient in computer programming, preferably in SAS, R, VBA
  • Fluent in spoken and written English. Ability to quickly turnaround with reports that require minimal editing


Salary:

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