Type
Full-time
Work mode
On-site
Level
Director
Industry
IT - Software
Salary
Thương lượng
Location
Not Available, Hà Nội, Hà Nội
Overview
- Organize, assign, and guide staff in the development, review, and upgrade of risk measurement models.
- Develop a plan and execute the construction, review, and enhancement of risk measurement models.
- Document and archive all materials related to the process of developing, reviewing, and upgrading models (in accordance with internal regulations on risk measurement model governance of the Bank).
- Establish regulations, processes, policies, and guidelines related to the construction/deployment/review of risk measurement models.
- Communicate and train on risk measurement models.
- Analyze and propose the application/adjustment/improvement of risk measurement models.
- Organize, assign, and guide staff in building databases for risk measurement purposes, including identifying data requirements, conducting data validation, and documenting and archiving all materials related to the database construction.
- Organize, assign, and guide staff in developing and upgrading risk measurement tools and systems:
- Develop User Requirements Documentation (URD), create test cases, conduct User Acceptance Testing (UAT), and develop/adjust user manuals for tools/systems.
- Communicate and train users on the utilization of risk measurement tools and systems.
- Document and archive all materials related to the construction and upgrading of tools/systems, user manuals, and user training.
- Organize, assign, and guide staff in the governance/monitoring and reporting of the operation of risk measurement tools and systems:
- Support business units and address user inquiries.
- Monitor and report potential operational risks related to the tools/systems (user behavior, system errors, etc.).
- Adjust parameters of tools/systems (as authorized), modify or request modifications to tools and systems; test tools/systems after adjustments/modifications; document and archive all related materials.
- Identify, receive, aggregate, and resolve issues arising in the application of risk measurement models, tools, and systems.
- Propose solutions for (i) revising/upgrading/developing risk quantification models, tools, and systems; (ii) amending related documentation.
- Develop detailed plans, assign tasks, and monitor the progress of work implementation.
- Evaluate the performance of employees within the unit.
- Train and support the professional development of employees in the unit; participate in the adjunct faculty program as mobilized by the Training Center.
- Participate in recruitment efforts and build the team under management.
- Update, disseminate, guide, and assign staff to implement relevant institutional documents.
- Foster a professional, effective, and cohesive working environment within the unit.
- Report to direct leadership on (i) the progress and quality of work, (ii) arising issues and solutions during the implementation process.
- A minimum of 5 years in developing credit risk models/model validation/credit risk analysis, data analysis and statistics, or in Finance/Banking, with at least 2 years in a managerial role. Education: Bachelor's degree in Finance, Economics, Banking, or Mathematics. Preference will be given to:
- Candidates who graduated in relevant specialized fields such as Financial Mathematics, Economic Mathematics, Econometrics, or Mathematical Informatics.
- Candidates who have studied abroad or hold a Master's degree.
- Candidates with work experience in Finance/Banking, Banking Risk Management, and a good understanding of Machine Learning.
- Proficient in English for business communication.
- Candidates familiar with working in an Agile Model environment.
- Knowledge of credit risk model development and credit risk management, including counterparty credit risk.
- Understanding of Basel II regulations.
- Familiarity with policies/regulations/processes within the unit: Well-versed in internal policy processes as well as legal regulations.
Benefits
- Statutory insurance and private health insurance for employees.
- Diverse welfare policies, including flexible working hours, company trips, birthday leave, etc.
- Preferential loan programs available for employees.
- Training and career advancement:
- Professional and in-depth training programs focused on transformation (Re-skill, Up-skill, New-skill), tailored to different job groups.
- Dedicated guidance and mentoring from leaders, direct managers, and industry experts.
- Management development programs for high-potential employees, helping them prepare for future managerial and leadership positions.
- Priority is given to promoting internal employees to management positions, creating clear career advancement opportunities.
- Professional working environment and dynamic corporate culture:
- Comfortable and friendly workplace that values responsibility and mutual support.
- Dynamic and creative environment that encourages innovation and continuous learning.
- Respect for diversity, with a strong emphasis on teamwork and effective collaboration.
- A wide range of cultural, sports, and entertainment activities that foster a connected and enjoyable workplace.
BonusTraining
Summary of facts from the official posting. View original ↗
Interested in this role?
You'll be taken to the employer's official application page.
Apply on official site ↗
Is this your business?
Claim this page, request edits or removal
→