CVC/CVCC Xây Dựng Mô Hình Rủi Ro Thanh Khoản - Hà Nội - TA107

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:

• 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