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← Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK

Head of Risk Analytics, Modeling and Model Validation Center – ID10409

Ngân Hàng TMCP Việt Nam Thịnh Vượng - VPBANK · Hà Nội
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Hà Nội, Hà Nội, Hà Nội

Tổng quan

  • Strategic Leadership & Governance
  • Define and execute VPBank's risk analytics, modeling and model validation strategy in alignment with the Bank's strategic priorities, AI-enabled risk transformation agenda and Basel roadmap.
  • Establish and maintain the Group Model Risk Management Framework, model governance standards, model inventory, tiering and lifecycle requirements.
  • Represent RMD in model governance committees and engagements with SBV, auditors and other relevant stakeholders.
  • Ensure alignment of modeling, validation and risk analytics capabilities across VPBank and subsidiaries, with clear ownership and accountability.
  • Outcomes/Measures: regulatory compliance; effective execution of the transformation roadmap; positive audit and regulatory assessments; model risk maintained within approved tolerance.
  • Oversight of Model Development Department
  • Provide strategic direction for the development, enhancement, implementation and monitoring of risk, regulatory and business models across VPBank Group.
  • Oversee credit risk models, including application, behavioral, collection, attrition, cross-sell, propensity and early-warning models; Basel II/III/IV, IFRS 9, stress testing, capital and portfolio analytics models; and advanced AI/ML, fraud analytics and alternative-data models.
  • Establish modern development methodologies, coding and documentation standards, reusable assets and common feature libraries.
  • Drive industrialized model development and deployment through MLOps, automated pipelines, CI/CD, controlled retraining and performance monitoring, in coordination with Business, IT and EDA.
  • Outcomes/Measures: delivery against model roadmap; improved Gini/KS and model stability; shorter development and deployment cycle time; increased proportion of models deployed and monitored through automated pipelines.
  • Oversight of Model Validation Department
  • Ensure independent, risk-based and timely validation of all material models across VPBank Group in accordance with the Model Validation Framework.
  • Approve the annual validation plan and oversee validation of credit, market, liquidity, operational, regulatory and business models.
  • Establish validation standards for AI/ML models, including explainability, stability, data integrity, bias and fairness where applicable, implementation accuracy and ongoing monitoring.
  • Ensure effective challenge of model methodology, assumptions, data, implementation and performance; track findings and remediation to closure.
  • Embed model-risk controls into MLOps, including end-to-end lineage, versioning, dev-to-production consistency, tiered change control, retraining guardrails and continuous evidence for audit and review.
  • Outcomes/Measures: percentage of validations delivered on schedule; timely closure of findings; validation quality; critical model coverage; no material overdue validations.
  • Oversight of Risk Strategy & Analytics Department
  • Lead the Risk Strategy & Analytics function as VPBank's Risk Analytics Center of Excellence, while managing RMD's strategic initiatives and transformation portfolio.
  • Establish common analytics standards, methodologies, playbooks, performance dashboards and value-tracking mechanisms across Risk and the Group.
  • Coordinate Basel, risk data, digitalization, EWS, fraud analytics, collections analytics and other cross-divisional transformation initiatives.
  • Develop portfolio analytics and forward-looking risk insights to strengthen underwriting, pricing, limits, monitoring, collections and executive decision-making.
  • Lead the Risk Analytics capability roadmap and Risk Academy, including technical training, on-the-job coaching, knowledge transfer and internal certification.
  • Outcomes/Measures: strategic initiatives delivered on time and to quality; measurable value realization; increased analytics maturity; completion of capability-building and knowledge-transfer milestones.
  • Research, Innovation & Continuous Improvement
  • Lead research and controlled adoption of emerging AI, machine learning, GenAI and Agentic AI applications in risk management.
  • Sponsor innovation pilots in underwriting, fraud detection, collections, early warning and portfolio monitoring, with appropriate human oversight and governance.
  • Promote automation across model development, validation, deployment, monitoring, documentation and reporting.
  • Benchmark VPBank's risk analytics and model risk management capabilities against international standards and leading financial institutions.
  • Outcomes/Measures: innovative use cases transferred into production; increased automation; improved time-to-market and model quality; demonstrable risk or business impact.
  • People Leadership & Organizational Development
  • Build and lead a high-performing team of model developers, validators, risk strategists and analytics professionals across the three departments.
  • Define workforce and succession plans, assign KPIs, evaluate performance, and coach technical and leadership talent.
  • Foster a culture of analytical rigor, independence, innovation, collaboration, continuous learning and accountability.
  • Outcomes/Measures: employee engagement and retention; succession readiness; improved technical capability; completion of development and certification plans.

Yêu cầu

  • Master's degree or higher in Statistics, Mathematics, Quantitative Finance, Economics, Data Science, Computer Science or a related discipline
  • Professional certification such as FRM, CFA, PRM, PMP or an equivalent qualification is preferred.
  • Relevant Knowledge/ Expertise
  • Deep expertise in credit risk modeling, independent validation and model risk management.
  • Strong knowledge of Basel II/III, IRB, IFRS 9, stress testing, capital adequacy and portfolio analytics.
  • Strong understanding of AI/ML governance, explainability, model monitoring, risk data architecture and MLOps.
  • Knowledge of advanced analytics applications in early warning, fraud, collections and credit decisioning; familiarity with modern analytics platforms and alternative data.
  • Skills
  • Strong strategic leadership, stakeholder management and influencing skills.
  • Advanced quantitative, analytical, problem-solving and executive communication skills.
  • Strong transformation and project portfolio management capability.
  • Working knowledge of SAS, SQL, Python or R, modern data platforms, model deployment and system integration.
  • Relevant Experience
  • At least 12 years of relevant experience in banking risk management, analytics, model development or model validation, including at least 5 years in a senior leadership role.
  • Proven experience leading large-scale risk analytics, model risk or data/technology transformation programs.
  • Demonstrated experience engaging regulators, auditors, executive management and cross-functional stakeholders.
  • Required Competencies
  • Strategic thinking and vision alignment.
  • Leadership, talent development and succession building.
  • Analytical rigor, sound judgment and decision-making.
  • Independence, integrity and professional ethics.
  • Innovation mindset, collaboration and continuous improvement orientation.

Quyền lợi

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