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CVC/CVCC Xây Dựng Mô Hình Rủi Ro Thanh Khoản - Hà Nội - TA107
Ngân hàng TMCP Việt Nam Thịnh Vượng - VPBank
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Mô tả công việc
We are seeking a Behavioral Modelling Senior to join our dynamic team in developing cutting-edge models for Liquidity Risk and Interest Rate Risk on the banking book. This is an exciting opportunity to work in a fast-paced and collaborative environment, leveraging your expertise to support critical decision-making in managing banking risk.
Key Responsibilities:
Key Responsibilities:
- Model Development: Build and maintain behavioral models for liquidity risk and interest rate risk on the banking book, using advanced statistical and machine learning techniques.
- Risk Management Support: Collaborate with the risk and ALM (Asset Liability Management) teams to ensure the models align with regulatory requirements and best practices.
- Data Analysis: Work with large datasets to identify trends, correlations, and insights that will drive model accuracy and performance.
- Stakeholder Engagement: Present your findings to senior leadership and key stakeholders, helping to guide strategic decisions
Yêu cầu
- Graduate university or higher level on major Finance - Banking, Economics, Econometrics, Computer science and other related majors.
- FRM or CFA certificate is plus.
- Experience: At least 2-3 years of hands-on experience in risk modelling, market risk, or ALM (Asset Liability Management).
- Skills & Expertise: Strong knowledge of liquidity risk, interest rate risk, and market risk management practices.
- Technical Proficiency: Advanced proficiency in programming (e.g., Python, R, SQL) and a solid understanding of statistical modelling techniques.
- Problem Solver: Ability to break down complex problems and provide actionable insights that contribute to the bank's overall risk management framework.
- Team Player: A collaborative mindset with strong communication skills to work across various teams and present technical information to non-technical stakeholders.
Quyền lợi
- 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 by 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
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
Việc làm tương tự
Lập Trình Viên Di Động
CÔNG TY CỔ PHẦN CÔNG NGHỆ TINH VÂN - TINHVAN OUTSOURCING
18 - 25 triệu
Hà Nội
27/04/2025
Python Developer (Từ 02 Năm Kinh Nghiệm)
Tập đoàn Công nghiệp - Viễn thông Quân đội (Viettel)
Thoả thuận
Hà Nội
02/05/2025
Vị trí CVC/CVCC Xây Dựng Mô Hình Rủi Ro Thanh Khoản - Hà Nội - TA107 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 CVC/CVCC Xây Dựng Mô Hình Rủi Ro Thanh Khoản - Hà Nội - TA107 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
Địa chỉ: Tầng 26, VPBank Tower, 89 Láng Hạ, Quận Đống Đa, TP Hà Nội
Quy mô: Trên 10.000 nhân viên