Overview
Credit Risk Modelling and Research Officer Jobs in Phnom Penh, Cambodia at ABA Bank
Title: Credit Risk Modelling and Research Officer
Company: ABA Bank
Location: Phnom Penh, Cambodia
Job Purpose
To perform and assists in reviews and challenges, continuously enhance and develop credit risk modelling, and conduct macro and micro economic research and statistical analysis of market trend as well as translate complex economic data and analysis into a clear, actionable recommendations for management within the Risk Function.
Vacancy by Location
- Head Office (1 Post)
Major Areas of Responsibility
- Perform Credit Risk Modelling (CIFR9) including:
- Assist in reviewing and challenging MEVs scenarios, PD, and LGD calibration;
- Assist in validating the overall model, methodology, and techniques used;
- Assist in performing out-of-time (OOT) back-testing and evaluating outcomes;
- Assist in validating the effectiveness of the model’s predictions and drawing conclusions.
- Assist in validate, reperform, or test related credit risk modelling which include Risk Weight Asset and Credit Risk Rating.
- Assist in gather macro and micro economic data from various sources to assess economic trends.
- Assist in monitor and track key indicators to provide insights into the potential implications for credit risk management strategies.
- Assist in examine and interpret economic data to identify trend patterns, and correlations that may impact credit portfolios and risk management.
- Assist in translate complex economic data and analysis into a clear actionable recommendation to the Management.
- Contribute to the development of Credit Risk Management Division.
- Perform other tasks as assigned.
Skills and Qualifications
- Bachelor’s degree in Finance, Economics and statistics, Data Engineering, Accounting, Business, Mathematics and/or relevant fields.
- Minimum two years of experience in banking industry in credit or risk management, analytics, internal audit, or international auditing firms.
- Ability to interpret quantitative and qualitative data, formulate conclusions, and make recommendations.
- Good critical thinking, reporting, time management, problem-solving, and effective communication skills.
- Diligence and strong analytical skills.
- Ability to use and communicate in both Khmer and English.
- Ability to handle private, sensitive, confidential information appropriately.
- Proficient Microsoft Office and Bank’s software.
- Strong dedication to details and accuracy.
How to apply:
Interested and qualified applicants should submit your updated CV, by stating the position applied for, with your current photo (4×6) through [email protected].
