MIS OFFICER
Bank of the Philippine Islands (BPI)
Date: 2 weeks ago
City: Manila
Contract type: Full time
Job Summary
Responsible for developing, implementing and monitoring credit risk models, generating analytics reports to monitor the composition and delinquency of the corporate/consumer-secured/consumer-unsecured loan portfolio, analyzing portfolio risks and providing feedback to Senior Management.
Duties & Responsibilities
Skills & Qualifications
Responsible for developing, implementing and monitoring credit risk models, generating analytics reports to monitor the composition and delinquency of the corporate/consumer-secured/consumer-unsecured loan portfolio, analyzing portfolio risks and providing feedback to Senior Management.
Duties & Responsibilities
- Develop models for estimating the PFRS 9 risk parameters (i.e. probability of default, loss given default, and exposure at default) used in calculating expected credit loss (ECL) for the BPI Group’s loan portfolio, covering large corporate, SME, FI/insurance, auto, housing, credit cards, personal loans and SEME (microfinance); implement the ECL models monthly to calculate the required ECL
- Develop and implement large corporate and SME credit risk rating models / consumer behavioral scorecards using SAS programs to determine the probabilities of default of the bank’s customers
- Generate reports to monitor the performance of credit rating/scoring models using various statistical measures in order to determine whether predictive power is still acceptable
- Generate credit risk analytics reports to monitor loan volume, composition, delinquency rates and borrower profile, which are used as inputs for risk monitoring and management
- Prepare ad hoc loan portfolio reports as requested by various units for use in business unit reviews, management reporting, etc.
- Maintain and ensure the availability and integrity of the credit rating/scoring database by periodic data clean-up and back-up of program files and data sets
Skills & Qualifications
- Bachelor’s Degree in Mathematics / Actuarial Science / Statistics or any related field
- At least one and half years’ experience as a SAS programmer
How to apply
To apply for this job you need to authorize on our website. If you don't have an account yet, please register.
Post a resumeSimilar jobs
Accounting Assistant
Likha-iT Inc.,
Manila
2 days ago
ResponsibilitiesAs an Accounting Assistant at Likha, you will play a key role in managing the company's financial records, focusing on Accounts Payable. Your responsibilities will include:Accounts Payable & BookkeepingManage petty cash fund and ensure accurate bookkeeping.Prepare payment vouchers, receipts, and transfer slips, both electronically and manually.Monitor liquidation of cash advances within the required time frame.Issue invoices and receipts accurately and...
Social Media Officer
Bank of the Philippine Islands (BPI),
Manila
5 days ago
The Influencer Marketing Officer contributes to the creation of a strong BPI brand that will be the foundation for a differentiated brand imagery that delights customers, delivered in identified points of presence, whether online or offline, consistent & conforming to standards (i.e. architecture, tonality, personality, formats/layouts) in a highly digitised world. Creating value (i.e. brand properties – impact, economy) for...
Analyst
Northern Trust,
Manila
1 week ago
About Northern TrustNorthern Trust, a Fortune 500 company, is a globally recognized, award-winning financial institution that has been in continuous operation since 1889.Northern Trust is proud to provide innovative financial services and guidance to the world’s most successful individuals, families, and institutions by remaining true to our enduring principles of service, expertise, and integrity. With more than 130 years of...
