CVCC Kiểm Định Mô Hình - ID11719

1. 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.

2. 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.

3. 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).

4. 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.

5. Knowledge Sharing and Team Development

• Share knowledge and provide guidance to junior staff and interns.
• Support capability development and continuous learning within the team.

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.

• 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.