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Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK

Credit Risk Model Validation (Junior/Senior)

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK
Updated: 11/09/2024

Employment Information

Benefits

  • Insurance
  • Travel
  • Allowances
  • Uniform
  • Incentive bonus
  • Healthcare
  • Training Scheme
  • Salary review
  • Business Expense
  • Seniority Allowance
  • Annual Leave
  • Sport Club

Job Description

1. Developing Model Validation Framework and relevant internal policies and guidance, model validation methodology documentations covering qualitative and quantitative approaches. Performing overall model validation as an independent model validator, for models including but not limited to:

  • Credit risk models for customer scoring, debt collection, fraud detection, and compliance with international standards such as Basel II (for AIRB and FIRB) and IFRS9.
  • Liquidity risk models owned by the Bank’s Risk Management Division serving the following purposes: business decisions, management, liquidity reporting and compliance with international standards.
  • Market risks and Counterparty risk models of the Risk Management Division.
  • Other risk models and business models of VPBank or of member companies of VPBank (FE Credit, OPES, …), following the Board of Management or the Chief Risk Officer’s inquiries

2. Identifying reasons, factors impacting models (if any) and proposing proper recommendations to address the issues

3. Performing Model Risk Management, periodically assessing and reporting model risk exposures, while simultaneously developing procedures, tools and IT infrastructure system essential for monitoring, supervision and assessment of impacts of model risk

Job Requirement

  • Bachelor’s degree or higher. Bachelor's or master's degree in these fields in developed countries is an advantage
  • Background in mathematics, quantitative finance, banking
  • Prioritize candidates having experiences in banking and finance field, risk management, credit risk model development, credit portfolio analysis, data science
  • Proficiency in Microsoft Office: Presentation Making (Power Point), Professional Documentation (Word).
  • Prioritize candidates have ability to use programming software such as VBA, SQL, SAS, Python, R, or other statistics tools
  • Internationally recognized certificate of financial analysis, financial risk management, data analysis, data science (FRM, CFA, CPA …) is an advantage
  • Good communication skills, good at English

BENEFITS:

  • Professional training from specialists in model development.
  • Have the opportunity to work with structured, standardized, abundant, and comprehensive data sources in banking industry.
  • Competitive salary and bonus package (13-th salary & KPI bonus).
  • Preferential loan with special interest rates.
  • Insurance in accordance with Labor laws + VPBank Care insurance for all employees (insurance covered for family members for entitled employees).
  • 14+ annual leave (based on job grade).

More Information

  • Job type : Permanent
  • Salary: Competitive

Company Overview

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK

https://tuyendung.vpbank.com.vn/Company size: 10.000-19.999
Chào mừng Bạn đến với Miền Đất Nhân Tài! Trong chiến lược phát triển 5 năm lần thứ 3 (2022-2026), VPBank xác định mục tiêu trở thành ngân hàng có vị trí...Detail

Credit Risk Model Validation (Junior/Senior)

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK

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Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK

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Credit Risk Model Validation (Junior/Senior)

Location

Hỗ Trợ Ứng Viên: (84.28) 3822-6060 hoặc (84.24) 7305-6060
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