ECL Model Officer

HCM Nexus Consulting

Full-time Business Operations Specialists
Apply Now
Location
Makati, Metro Manila, Philippines
Posted
June 27, 2026

Job Description

Overview
We are looking for an ECL Model Officer who will develop, enhance, and monitor Expected Credit Loss (ECL) models for Consumer and SME lending portfolios. The role combines quantitative analysis, credit risk understanding, and hands-on model development to support regulatory and internal risk management requirements.

Key Responsibilities


  • Develop and enhance ECL models for Consumer and SME products (e.g., PD, LGD, EAD and related model components).
  • Perform data preparation, analysis, and feature engineering to support model development and refinement.
  • Conduct back-testing, benchmarking, and model performance monitoring to track stability and predictive power.
  • Prepare model documentation, including methodology, assumptions, limitations, and validation results.
  • Support IFRS 9 / regulatory ECL exercises and stress testing-related analysis as ne...

    • Job Details

    • Job Type
      Full-time
    • Category
      Business Operations Specialists
    • Date Posted
      June 27, 2026
    • Application Deadline
      August 06, 2026