Deputy Head for Credit Risk Analytics, MIS & ECL (01 post.)

Posted: 14/10/2026 , Closing Date: 24/10/2026

Job Description

Support the Head of Credit Risk Management in leading the Bank's Credit Risk Analytics, Portfolio Management, Management Information System (MIS), IFRS 9 Expected Credit Loss (ECL), and Credit Risk Modelling functions. The role is responsible for providing timely portfolio insights, strengthening risk analytics, overseeing ECL governance, and supporting strategic credit risk decisions through data-driven analysis.

Location

Location:

Head Office_Phnom Penh

Duties and Responsibilities

A.Portfolio Analytics & Risk Monitoring
• Lead the monitoring and analysis of the Bank's credit portfolio, including asset quality, delinquency trends, portfolio migration, vintage analysis, concentration risk, and stress testing.
• Identify emerging portfolio risks and recommend appropriate risk mitigation strategies.
• Perform portfolio segmentation and customer profiling to support portfolio optimization and risk-based decision making.
• Conduct ad hoc portfolio analysis to support Senior Management, Risk Committees, and the Board.
• Credit Risk MIS & Reporting
• Lead the development, enhancement, and automation of Credit Risk MIS, dashboards, and management reports.
• Ensure timely, accurate, and reliable portfolio reporting for Senior Management, Risk Committees, the Board, regulators, and Group.
• Strengthen data governance and ensure the integrity and quality of credit risk data.
B. IFRS 9 Expected Credit Loss (ECL)
• Lead the governance, execution, monitoring, and enhancement of the IFRS 9 ECL framework.
• Review ECL assumptions, overlays, macroeconomic scenarios, and impairment results.
• Coordinate with Finance, IT, Business, Data Management, Internal Audit, external auditors, and consultants on ECL implementation and validation.
• Support regulatory reviews and external audits relating to impairment modelling.
C.Credit Risk Modelling
• Oversee the development, enhancement, validation, and monitoring of credit risk models, including:
• Expected Credit Loss (ECL)
• Behavioral Scorecards
• Application Scorecards
• Early Warning Models
• Portfolio Forecasting Models
• Evaluate model performance and recommend enhancements where necessary.
D.Project Management & Digital Transformation
• Lead credit risk analytics initiatives and system enhancement projects.
• Drive automation of portfolio monitoring, dashboards, and reporting processes.
• Work closely with Business, Finance, IT, Digital Banking, Operations, and external vendors to implement risk analytics solutions.
F.Leadership
• Assist the Head of Credit Risk Management in executing the Department's strategic initiatives and annual work plan.
• Lead, coach, mentor, and develop the Credit Risk Analytics, MIS, and ECL team.
• Act on behalf of the Head of Credit Risk Management when delegated.

Skills Specifications

• Master’s Degree (or any equivalent degree) with background of financial banking, Finance, Accounting, Economics, Statistic, Mathematics, Computer Science
• Highly acquainted with computer systems and programs, such MS Word, Advance MS Excel, MS PowerPoint, R or Python and core banking system is advantage
• Work experience in different areas of bank and financial institution at least 5 years, including 4+ years’ experience risk management
• A minimum of 2 years’ experience of leadership in data analytics, including reporting, statistical modeling, forecasting.
• A good understanding of the bank/financial institution’s lending policies, procedures, and process, and reasons/events of default
• Proven ability to translate operational and strategic challenges into data driven analysis enabling optimized decision making
• Experience in Statistical model development methodologies or statistical programming language is an advantag

How to Apply