CV/CVC Kiểm định mô hình - Hà Nội - TA146

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