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Credit Modeling Manager

Head Office, Phnom Penh
Application deadline
July 31, 2024

POSITION DESCRIPTION

The incumbent is responsible for supporting and reporting on CIFRS 9 credit risk modeling, analytics, impairment, and reporting. Ensures the validity and accuracy of the data through model assessment, management, and reporting submission to regulators, as well as incorporating all relevant departments such as business units, finance, credit, risk, etc. to complete the model result.

DUTY & RESPONSIBILITY

  • To calculate expected credit loss provision, CIFRS stage assessment, back testing of expected credit loss parameters, and statistic testing on a regular basis.
  • To validate and review segments and portfolios impacted, provide the reason and justification and model parameters of post-model assessment (PD, LGD, EAD, staging, or ECL).
  • To conduct expected credit loss (ECL) calculation, stage assessment, and back testing on all parameters and statistical tests on a monthly basis.
  • To ensure the quality of the monthly, quarterly, yearly, and ad hoc credit reports submitted to NBC and senior management.
  • To manage the issues that arise from modeling work to ensure the completeness of the credit expected loss calculation and meet the required timeline.
  • To jointly update the credit modeling policies and procedures with the CIFRS team on a regular basis when there are significant changes to reflect the current status of each model.
  • To assist and facilitate the processes of external and internal auditors regarding the CIFRS 9 model.
  • Conducting awareness training within the team and with relevant departments.
  • To perform other tasks provided by the Head of Risk Management, the Chief Risk Officer, or the Board.
  • To directly report to the Head of Risk Management Division and Chief Risk Officer.

QUALIFICATION

  • Bachelor's degree in Finance and Banking or related skills or Master's degree in these related skills shall be a plus.
  • Preferred professional certification (ACCA, CAT, CIFRS, etc.) would be a plus.
  • Minimum 4 years of experience in credit risk modeling (CIFRS 9) from the banking industry.
  • Willing to work under pressure, overtime, and multitask.
  • Ability to read, interpret, and analyze data.
  • High initiative, commitment, good communication, and problem-solving skills.
  • Computer skills in Microsoft Office (Word, Excel, Spreadsheet, and Power Point) and email.
  • Being good at English (speaking, reading, and writing).
  • Being able to manage a team and deliver a quality work result.
  • initiative and being able to develop team capacity.
  • Ability to adapt to different and fast-moving environments.
  • Ability to organize and prioritize tasks assigned.

How to apply

Interested and qualified applicants should submit your updated Cover Letter and CV stating the position applied for with your current photo (4x6) through hr@canadiabank.com.kh

Submit an application

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