Mô tả Công việc
1. Strategic Leadership & Governance
Define and execute VPBank's risk analytics, modeling and model validation strategy in alignment with the Bank's strategic priorities, AI-enabled risk transformation agenda and Basel roadmap.
Establish and maintain the Group Model Risk Management Framework, model governance standards, model inventory, tiering and lifecycle requirements.
Represent RMD in model governance committees and engagements with SBV, auditors and other relevant stakeholders.
Ensure alignment of modeling, validation and risk analytics capabilities across VPBank and subsidiaries, with clear ownership and accountability.
Outcomes/Measures: regulatory compliance; effective execution of the transformation roadmap; positive audit and regulatory assessments; model risk maintained within approved tolerance.
2. Oversight of Model Development Department
Provide strategic direction for the development, enhancement, implementation and monitoring of risk, regulatory and business models across VPBank Group.
Oversee credit risk models, including application, behavioral, collection, attrition, cross-sell, propensity and early-warning models; Basel II/III/IV, IFRS 9, stress testing, capital and portfolio analytics models; and advanced AI/ML, fraud analytics and alternative-data models.
Establish modern development methodologies, coding and documentation standards, reusable assets and common feature libraries.
Drive industrialized model development and deployment through MLOps, automated pipelines, CI/CD, controlled retraining and performance monitoring, in coordination with Business, IT and EDA.
Outcomes/Measures: delivery against model roadmap; improved Gini/KS and model stability; shorter development and deployment cycle time; increased proportion of models deployed and monitored through automated pipelines.
3. Oversight of Model Validation Department
Ensure independent, risk-based and timely validation of all material models across VPBank Group in accordance with the Model Validation Framework.
Approve the annual validation plan and oversee validation of credit, market, liquidity, operational, regulatory and business models.
Establish validation standards for AI/ML models, including explainability, stability, data integrity, bias and fairness where applicable, implementation accuracy and ongoing monitoring.
Ensure effective challenge of model methodology, assumptions, data, implementation and performance; track findings and remediation to closure.
Embed model-risk controls into MLOps, including end-to-end lineage, versioning, dev-to-production consistency, tiered change control, retraining guardrails and continuous evidence for audit and review.
Outcomes/Measures: percentage of validations delivered on schedule; timely closure of findings; validation quality; critical model coverage; no material overdue validations.
4. Oversight of Risk Strategy & Analytics Department
Lead the Risk Strategy & Analytics function as VPBank's Risk Analytics Center of Excellence, while managing RMD's strategic initiatives and transformation portfolio.
Establish common analytics standards, methodologies, playbooks, performance dashboards and value-tracking mechanisms across Risk and the Group.
Coordinate Basel, risk data, digitalization, EWS, fraud analytics, collections analytics and other cross-divisional transformation initiatives.
Develop portfolio analytics and forward-looking risk insights to strengthen underwriting, pricing, limits, monitoring, collections and executive decision-making.
Lead the Risk Analytics capability roadmap and Risk Academy, including technical training, on-the-job coaching, knowledge transfer and internal certification.
Outcomes/Measures: strategic initiatives delivered on time and to quality; measurable value realization; increased analytics maturity; completion of capability-building and knowledge-transfer milestones.
5. Research, Innovation & Continuous Improvement
Lead research and controlled adoption of emerging AI, machine learning, GenAI and Agentic AI applications in risk management.
Sponsor innovation pilots in underwriting, fraud detection, collections, early warning and portfolio monitoring, with appropriate human oversight and governance.
Promote automation across model development, validation, deployment, monitoring, documentation and reporting.
Benchmark VPBank's risk analytics and model risk management capabilities against international standards and leading financial institutions.
Outcomes/Measures: innovative use cases transferred into production; increased automation; improved time-to-market and model quality; demonstrable risk or business impact.
6. People Leadership & Organizational Development
Build and lead a high-performing team of model
developers, validators, risk strategists and analytics professionals across the three departments.
Define workforce and succession plans, assign KPIs, evaluate performance, and coach technical and leadership talent.
Foster a culture of analytical rigor, independence, innovation, collaboration, continuous learning and accountability.
Outcomes/Measures: employee engagement and retention; succession readiness; improved technical capability; completion of development and certification plans.