Retail Credit Risk and Asset Liquidity Manager

A modern digital bank is seeking a Retail Credit Risk and Asset Liquidity Manager to manage its retail lending portfolio by assessing and mitigating credit risk while optimizing the risk-return profile. The role also involves monitoring liquidity risk to ensure adequate liquid assets are available to meet financial obligations.

Responsibilities:

• Oversee the underwriting process for compliance with credit policies and local regulations.
• Support collection targets and review credit limits with Consumer Credit Operations.
• Monitor portfolio performance against benchmarks and leverage risk appetite for strategic decisions.
• Ensure acquisition quality meets thresholds while identifying issues and opportunities.
• Proactively manage portfolio triggers and collaborate with business units to quickly address breaches.
• Develop a portfolio heat map to assess risk appetite and maintain acceptable quality levels.
• Optimize retail risk policies and implement effective performance monitoring.
• Analyze portfolio data to identify negative trends and recommend actions.
• Assess and manage liquidity risk to ensure sufficient liquid assets for short-term needs.
• Conduct stress tests to evaluate the impact of adverse scenarios on liquidity.
• Monitor asset and liability compositions to optimize the risk-return profile.
• Maintain and test the Contingency Funding Plan (CFP) with relevant stakeholders.
• Monitor the Early Warning System (EWS) for potential liquidity risks from macroeconomic events.
• Ensure compliance with liquidity management regulations and prepare necessary reports.
• Conduct quantitative and qualitative analyses on liquidity and interest rate risks.

Qualifications:

• Bachelor's degree in Accounting, Finance, Business, Statistics, Mathematics, or a related field (MBA is a plus)
• 5+ years of experience in Liquidity Risk, Credit Risk Management, or Retail Risk Management in digital or non-traditional banking/financial services
• In-depth knowledge of credit risk assessment methods, including credit scoring, statistical analysis, and underwriting principles
• Strong understanding of liquidity risk and Interest Rate Risk in the Banking Book (IRRBB), including relevant measurement techniques and metrics like LCR and NSFR, as well as stress testing methodologies
• Proficient in data analysis tools such as Python, R, and SAS
• CFA/FRM certification is preferred

Work Setup: Hybrid (3 days on-site)

Schedule: Day shift

Location: BGC, Taguig City

By applying, you give consent to collect, store, and/or process personal and/or sensitive information for recruitment and employment may it be internal to Cobden & Carter International and/or to its clients.