Risk Model Officer

About the role

The Risk Model Officer will lead the development, implementation and monitoring of credit risk models and the broader model risk management framework. This role ensures that model outputs are accurate, compliant with regulatory standards, and aligned with business needs.

Key responsibilities

• Create, maintain, and update the model risk management framework.
• Develop, implement, test, and monitor credit risk models such as application scoring and behavioral scoring.
• Design and maintain additional models required to support evolving business requirements.
• Establish and keep an up‑to‑date model inventory, classification, and materiality assessments.
• Test, monitor, and validate all third‑party risk models outsourced by TFSPH.
• Ensure model risk management complies with global and local regulatory requirements (SEC, BSP).
• Assist in maintaining internal risk data and generating ad‑hoc reports for the risk management department.
• Coordinate with internal customers, communicate model insights, and maintain strong stakeholder relationships.

Required profile

• Relevant experience in model risk, credit review, audit, or banking and finance.
• Proven ability to produce accurate and validated model scores for risk assessment.
• Bachelor’s degree in Business, Statistics, Mathematics, Economics, or Banking and Finance.
• Understanding of global and local credit risk reporting requirements.

Required skills

• Microsoft Office
• SAS
• R‑Studio
• Reuters data services
• Bloomberg data services