Senior Model Validation- Ha Noi

Job Description:
Oversight of Junior Team Members
Provide day-to-day guidance and oversight to a small group of junior staff.
Review and ensure the quality of work delivered by junior team members.
Execution of Model Validation (Medium to High Complexity)
Perform independent validation of medium to high complexity models.
Assess model data, methodology, assumptions, and performance.
Deliver validation reports with clear findings and recommendations.
Contribution to Internal Policies and Frameworks
Participate in the development and enhancement of internal policies, procedures, and guidelines related to model validation and Model Risk Management (MRM).
Execution of Model Risk Management
Maintain and update model information throughout the model lifecycle.
Consolidate model-related data and documentation for reporting purposes.
Prepare model risk reports.
Knowledge Sharing and Team Development
Share knowledge and provide guidance to junior staff and interns.
Support capability development and continuous learning within the team.
Job Requirements:
1.
Educational
Qualifications
Bachelor's degree in Mathematics, Statistics, Economics, Finance, Econometrics, Actuarial Science, or a related quantitative discipline.
Master's degree or international certification in Risk Management / Quantitative Finance (e.g., FRM) is a strong advantage.
Strong quantitative background in Mathematics, Econometrics, Statistics, or related fields is preferred.
2.
Relevant
Knowledge / Expertise
Quantitative methods, including statistics, econometrics, modeling techniques, optimization, and machine learning.
Banking risk management and credit risk management processes.
Model governance, model validation frameworks, and regulatory expectations.
Knowledge of model lifecycle management, model performance monitoring, and model risk management practices.
Understanding of data analytics, AI/ML applications, and quantitative methodologies in financial services.
3. Skills
Model development and validation techniques, including the use of quantitative and analytical tools.
Data mining, data analysis, and big data analytics.
Statistical analysis and machine learning methodologies.
Strong analytical, critical thinking, and problem-solving skills.
Ability to assess model assumptions, methodologies, limitations, and performance independently.
Strong communication and report-writing skills.
4.
Relevant
Experience
Minimum 3 years of experience in model development and/or model validation.
Proven experience in developing or validating models within banks, financial institutions, or fintech companies.
Experience in developing, validating, monitoring, or reviewing credit risk models, scoring models, behavioral models, forecasting models, or other quantitative models.
Candidates with experience providing model development and model validation advisory services at Big Four consulting firms (Deloitte, PwC, EY, KPMG) are highly preferred.
Hands-on experience with model governance, model lifecycle management, and regulatory validation requirements is a strong advantage.
5.
Required
Competencies
Advanced proficiency in Microsoft Excel, PowerPoint, and Word.
Advanced proficiency in SAS, Python, and/or R.
Advanced proficiency in SQL.
Advanced proficiency in AI tools (e.g., ChatGPT, Gemini, Copilot, and similar platforms).
Ability to work independently and manage multiple priorities in a dynamic environment.
Strong stakeholder management and collaboration skills.
6.
Preferred Candidate
Profile
Experience in model development or model validation at banks, financial institutions, or fintech companies.
Experience in model development/model validation consulting engagements at Big Four firms is highly desirable.
Educational background in Mathematics, Econometrics, Statistics, Actuarial Science, or other quantitative disciplines is preferred.
Participation in quantitative modeling competitions, data science challenges, hackathons, research projects, or related academic activities is considered a strong plus.
Professional certifications such as FRM or other quantitative finance qualifications are advantageous.
Demonstrated passion for quantitative analytics, model risk management, and emerging technologies in financial services.
Benefits
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 in accordance with 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.