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Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK

Model Validation Intern - Hà Nội - TA107

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK
Updated: 26/08/2024

Employment Information

Benefits

  • Training Scheme

Job Description

Job Description of Model Validation officer

  • Validate credit risk model based on qualitative method (model development methodology, model design, suitability of model in actual business of the Bank…) and quantitative method (model performance) as an independent model validator.
  • Identify reasons, factors impacting models (if any) and propose proper recommendations to address the issues.
  • Evaluate model’s compliance with international standards such as Basel II, IFRS9…
  • Re-execute model development process (if necessary) based on development documentation to ensure the consistency between development procedure and details in development documentation, detect errors (if any)
  • Evaluate periodically or extraordinarily (if required)

Main tasks of Model Validation intern:

  • Validation interns will be trained on knowledge, skills to develop and validate credit risk model during the internship period to ensure ability to validate model.

Job Requirement

Qualifications

  • Graduate or to be final year students from full-time university majoring in Mathematics, Mathematics – Applied Informatics, Economic Mathematics, Quantitative Finance ,Finance, Banking or relevant majors.

Competence:

  • Logical thinking
  • Self-study, good research skills
  • Ability to synthesize and analyze
  • Ability to communicate and work in English
  • Ability to work independently and work in team
  • High responsibility in work
  • Be careful, meticulous in work

Skills

  • Proficient in Microsoft Office
  • Prioritize candidates having  ability to use programming software such as VBA, SQL, SAS or other statistics tools
  • Good communication skills

Benefits:

  • Working in a dynamic and professional environment, at the most hunted areas in the market
  • Working with leading experts in risk management
  • Have the opportunities to learn and train the practical knowledge of risk management
  • Have the opportunities to become a full-time employee after 4-9 months.

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

Model Validation Intern - Hà Nội - TA107

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK

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Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK

Employment Information

Model Validation Intern - Hà Nội - TA107

Location

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