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Open nowFirst seen 4 days ago

Retail Credit Risk and Asset Liquidity Manager

Cobden & Carter International1,048 open roles

Where
Taguig, Metro Manila, Philippines
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Your applicationOpen nowRetail Credit Risk and Asset Liquidity ManagerCobden & Carter International · Taguig, Metro Manila, Philippines
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The clock on this job

Early applications get read.

12.3% of postings close within 7 days. Measured by our own scanner across the market. Cobden & Carter International postings stay open a median of 1 days.

Share of postings closed within
  1. 2.1%1 day
  2. 4.5%3 days
  3. 12.3%7 days
  4. 19.3%14 days
  5. 35.6%30 days
  6. 58.1%60 days
This job: first seen 4 days ago

Cobden & Carter International median: 1 days open

The posting

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.

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