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ECL Model Officer (For Pooling)

UnionBank

RemoteFull timeMid levelPosted today
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About the role

Job Title: ECL Model Officer

Location: UB Square, Eastwood, Quezon City

Employment Type: Probationary

About The Role The ECL Model Officer is responsible for day-to-day activity in model development, monitoring, and governance of ECL (Expected Credit Loss) models.

What You’ll Do

  • Performs ECL model development and enhancements for all Consumer and SME products
  • Formulates model performance monitoring for all ECL models
  • Provide holistic analysis of the ECL figures ie from risk & business perspective. This includes acquisition, portfolio, and collections risk as well as its relevance in the business
  • Ensures all ECL data and analysis are available during Audit (i.e. SGV, BSP)
  • Implements all Consumer and SME ECL models and ensures alignment to BSP regulatory requirements.
  • Can manage stakeholders on ECL/Reserve outcomes

What We’re Looking For

  • 2 years work experience in ECL model development in Credit Risk
  • Graduate of Statistics, Mathematics, Engineering, or related course/degree is preferred

Required Skills

  • Strong knowledge with various statistical tools (i.e. R programming, Python, SAS, etc.)
  • Ability to manage teams and cross functional teams.
  • Strong analytical and technical skills, decision making skills
  • Results oriented and self-starter
  • Advanced oral and written communication skills to engage various levels of stakeholders
  • Experience in programming preferred

JOB ID: JOB

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