Assistant Manager, Credit Risk Management

• 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 whole 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.

• Hold a bachelor’s degree in management, Finance & Banking, Accounting, or other related fields.
• Having data analytical skills, knowledge and experience using excel.
• Having knowledge in English.
• Have at least 2 years of experience in accounting, credit-related field, including loan processing, assessment, and/or approval.
• Understanding Teller Functions and experience using the T24 system.
• Demonstrate good interpersonal skills, communication skills, and a strong commitment to support.

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

Apply: job@wooribank.com.kh

Phone: 087 666 870

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