Credit Risk Model Validation (Junior/Senior)Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank
Nơi làm việc: Hà Nội
Ngành nghề: Đầu tư, IT phần mềm, Thống kê, Ngân hàng/ Tài Chính, QA-QC/ Thẩm định/ Giám định
Lương: Cạnh tranh
Hình thức: Toàn thời gian
Ngày đăng: 04/09/2024
Hạn nộp: 15/10/2024
Mô tả công việc
Mô tả Công việc
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
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
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
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
Yêu cầu công việc
Yêu Cầu Công Việc
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).
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).
Quyền lợi được hưởng
Chế độ bảo hiểm
Du Lịch
Phụ cấp
Đồng phục
Chế độ thưởng
Chăm sóc sức khỏe
Đào tạo
Tăng lương
Công tác phí
Phụ cấp thâm niên
Nghỉ phép năm
CLB thể thao
Du Lịch
Phụ cấp
Đồng phục
Chế độ thưởng
Chăm sóc sức khỏe
Đào tạo
Tăng lương
Công tác phí
Phụ cấp thâm niên
Nghỉ phép năm
CLB thể thao
Thông tin khác
Bằng cấp:
Đại học
Độ tuổi:
Không giới hạn tuổi
Lương:
Cạnh tranh
Đại học
Độ tuổi:
Không giới hạn tuổi
Lương:
Cạnh tranh
Giới thiệu công ty
Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank việc làm
Tầng 26, VPBank Tower, 89 Láng Hạ, Quận Đống Đa, TP Hà Nội
Quy mô: Trên 10.000 nhân viên
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Vị trí Credit Risk Model Validation (Junior/Senior) do công ty Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank tuyển dụng tại Hà Nội, Joboko tự động tổng hợp mức lương Cạnh tranh, tìm thêm việc làm về Credit Risk Model Validation (Junior/Senior) hoặc công ty Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank ở các link phía trên
Giới thiệu công ty
Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank việc làm
Tầng 26, VPBank Tower, 89 Láng Hạ, Quận Đống Đa, TP Hà Nội
Quy mô: Trên 10.000 nhân viên