Retail Credit Risk and Asset Liquidity Manager

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.