Tuyển dụng CG Kiểm Định Mô Hình - ID11717 tại Hà Nội

• Team Management and Oversight within the Model Validation Department: Oversee the planning and execution of independent model validation activities.
• Review validation work to ensure quality, consistency, and compliance with established standards.
• Ensure adherence to internal policies, model risk management requirements, and regulatory expectations.
• Implementation of Model Risk Management Framework: Implement Model Risk Management (MRM) policies, procedures, and model lifecycle requirements within the assigned scope.
• Monitor model usage and assess compliance with internal standards and regulatory requirements.
• Identify, assess, and promptly escalate model risk issues as appropriate.
• Validation of Medium to High Complexity Models: Independently perform validation activities for medium to high complexity models.
• Apply appropriate quantitative and qualitative validation techniques.
• Identify key model risks, assess model limitations, and escalate material findings when necessary.
• Methodology Application and Continuous Improvement: Consistently apply approved validation methodologies, tools, and templates.
• Contribute to the enhancement and refinement of validation methodologies based on practical experience and industry best practices.
• Support the development of more efficient and effective model validation processes.
• Knowledge Sharing and Professional Development: Continuously update knowledge of modeling techniques, regulatory expectations, and model validation practices.
• Share expertise and lessons learned within the team.
• Provide guidance and support to junior team members when required.

Yêu cầu công việc

• Educational Qualifications: Bachelor’s degree in Mathematics, Statistics, Economics, Finance, or a related field.
• Master’s degree, awards in national or international Olympiads in natural sciences, or professional certifications in Risk Management/Quantitative Finance (e.g., FRM) are a strong advantage.
• Relevant Knowledge / Expertise: Quantitative methods: statistics, modeling techniques, optimization, and machine learning.
• Banking risk management and credit processes.
• Model governance, validation frameworks, and regulatory expectations.
• Skills: Model development and validation techniques, including the use of analytical tools.
• Data mining and big data analytics.
• Portfolio measurement and performance analysis.
• Strong analytical and problem-solving skills.
• Relevant Experience: Minimum 5 years of experience in model development and/or model validation.

Proven experience in developing or validating risk, credit, behavioral, or financial models within banks, financial institutions, or fintech companies.

• Candidates with prior experience in providing model development and model validation advisory services at Big Four consulting firms (Deloitte, PwC, EY, KPMG) are highly preferred.

Hands-on experience in model governance, model lifecycle management, and regulatory validation requirements is a strong advantage.

• Required Competencies: Advanced proficiency in Microsoft Excel, PowerPoint, and Word.
• Advanced proficiency in SAS, Python, and/or R.
• Advanced proficiency in SQL.
• Advanced proficiency in AI tools (e.g., ChatGPT, Gemini, and similar platforms).

Quyền lợi được hưởng

• Competitive salary and bonus package
• Staff loan with special interest rates
• Training courses based on the job, Training framework/Learning RoadMap for each position
• Insurance in accordance with Labor laws + VPBank Care insurance for all employees. (insurance covered for family members for entitled employees);
• Annual leave (varied based on job grade)
• Travel allowance
• A dynamic and friendly working environment, full of great opportunities to develop your career and abundant interesting activities to join (Sports competitions, talent contests, teambuilding...)
• Working time: from Monday to Friday & 2 Saturday mornings/month.