Duties & Responsibilities
- 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.
Requirement Competencies
- 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.
Benefit Packages
We offer competitive remuneration package and opportunity for career and personal development.
How to Apply
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.