DATA ANALYTICS OFFICER
Bank of the Philippine Islands (BPI)
Date: 1 week ago
City: Manila
Contract type: Full time
The Enterprise Risk Stress Testing (ERST) Data Analytics Officer is primarily responsible for monitoring, reviewing, analyzing, and reporting financial impacts of market, economic, and/or other stress scenarios as well as develop and utilize relevant stress testing models in order to assess the impacts of credit, market and operating losses and other risk exposures to the Bank’s capital, profit, asset growth, and liquidity.
Duties & Responsibilities
Policies Formulation - Assist in the formulation of policies, standards, frameworks, and process guidelines consistent with the Bank’s strategies, level of tolerance, and risk appetite.
Risk Measurement - Build and perform the qualitative and quantitative assessments of stress test models including theoretical aspects, model design, and implementation while ensuring data quality and integrity. Challenge and review processes, programs, and stress scenarios, amongst others, when applying stress testing methodology to ensure it reflects the current and future state of the Bank in relation to risks.
Integrated Risk & Capital Stress Testing - Execute stress testing of all enterprise-wide risks including but not limited to market, regulatory capital, credit, finance, operational, liquidity, reputational, and the interrelation of risk across the Bank. Provide overall support to meet requirements for regulatory stress testing including but not limited to the Internal Capital Adequacy Assessment Process (ICAAP).
Risk Reporting & Communication - Define and interpret stress test results as well as propose any recommendations in accordance with the integrated risk and capital stress testing framework for presentation to various internal and external clients of the Bank. Coordinate with various business/risk units to ensure completeness, accuracy, and timeliness of risk reports provided to Senior Management, Risk Management Committee, and/or any investor relation activities or related thereto.
Strategic Support - Support ad hoc projects to further enhance the Bank’s Enterprise Risk Stress Testing activities. As delegated, perform all functions directed by the Immediate Supervisor, Division Head, or the Chief Risk Officer.
Duties & Responsibilities
Policies Formulation - Assist in the formulation of policies, standards, frameworks, and process guidelines consistent with the Bank’s strategies, level of tolerance, and risk appetite.
Risk Measurement - Build and perform the qualitative and quantitative assessments of stress test models including theoretical aspects, model design, and implementation while ensuring data quality and integrity. Challenge and review processes, programs, and stress scenarios, amongst others, when applying stress testing methodology to ensure it reflects the current and future state of the Bank in relation to risks.
Integrated Risk & Capital Stress Testing - Execute stress testing of all enterprise-wide risks including but not limited to market, regulatory capital, credit, finance, operational, liquidity, reputational, and the interrelation of risk across the Bank. Provide overall support to meet requirements for regulatory stress testing including but not limited to the Internal Capital Adequacy Assessment Process (ICAAP).
Risk Reporting & Communication - Define and interpret stress test results as well as propose any recommendations in accordance with the integrated risk and capital stress testing framework for presentation to various internal and external clients of the Bank. Coordinate with various business/risk units to ensure completeness, accuracy, and timeliness of risk reports provided to Senior Management, Risk Management Committee, and/or any investor relation activities or related thereto.
Strategic Support - Support ad hoc projects to further enhance the Bank’s Enterprise Risk Stress Testing activities. As delegated, perform all functions directed by the Immediate Supervisor, Division Head, or the Chief Risk Officer.
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