Assistant Manager, Credit Risk Management

Assistant Manager, Credit Risk Management

Responsibilities

• Perform ECL computations for loan portfolios under IFRS 9 guidelines.
• Conduct data integrity and accuracy checks by validating the appropriateness of staging based on staging criteria, EIR calculation, collateral types, and cash flow for the ECL calculation.
• Develop, maintain, and refine PD (Probability of Default) and LGD (Loss Given Default) models.
• Prepare monthly PD reports for management.
• Prepare monthly and quarterly LGD reports for Manager.
• Assist the Line Manager in conducting forward-looking assessments to identify trends and potential risks that may impact the bank’s credit portfolio, utilizing economic indicators, market analysis, and model validation.
• Support the Line Manager in conducting back-testing and inventory update.
• Ensure data quality in the extraction of in-house web reports.
• Support the automation and enhancement of ECL calculation processes.
• Assist in stress testing and scenario analysis for credit risk forecasting.
• Analyze the results of loan portfolio quality for the Head of Department and management.
• Collaborate with the Risk Management Team and support them on additional tasks.
• Assist in enhancing data management practices to improve model accuracy.
• Conduct regular assessments of credit loss models and methodologies to ensure their accuracy.
• Collaborate with the Loan Recovery Department to review staging criteria, including downgrades and upgrades including loan classification to ensure compliance with regulatory requirements and standards.
• Work with the Loan Review and Branch Operations teams to improve data integrity and the appropriateness of sector codes, collateral types, and collateral values.
• Report results to management and follow up with relevant departments or stakeholders regarding any necessary data corrections.

Qualifications

Benefits

We offer competitive remuneration package and opportunity for career and personal development.

How to Apply

Apply : Phone : 087 666 870

Head Office Address : Building #398, Preah Monivong Blvd, Sangkat Boeung Keng Kang I, Boeung Keng Kang, Phnom Penh.

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