Mô tả công việc
Expert Model Validation- Hà Nội
Job Description:
1. Team Management and Oversight within the Model Validation Department
- Oversee the planning and execution of independent model validation activities.
- Review validation work to ensure quality, consistency, and compliance with established standards.
- Ensure adherence to internal policies, model risk management requirements, and regulatory expectations.
2. Implementation of Model Risk Management Framework
- Implement Model Risk Management (MRM) policies, procedures, and model lifecycle requirements within the assigned scope.
- Monitor model usage and assess compliance with internal standards and regulatory requirements.
- Identify, assess, and promptly escalate model risk issues as appropriate.
3. Validation of Medium to High Complexity Models
- Independently perform validation activities for medium to high complexity models.
- Apply appropriate quantitative and qualitative validation techniques.
- Identify key model risks, assess model limitations, and escalate material findings when necessary.
4. Methodology Application and Continuous Improvement
- Consistently apply approved validation methodologies, tools, and templates.
- Contribute to the enhancement and refinement of validation methodologies based on practical experience and industry best practices.
- Support the development of more efficient and effective model validation processes.
5. Knowledge Sharing and Professional Development
- Continuously update knowledge of modeling techniques, regulatory expectations, and model validation practices.
- Share expertise and lessons learned within the team.
- Provide guidance and support to junior team members when required.
Job Requirements:
1. Educational Qualifications
- Bachelor’s degree in Mathematics, Statistics, Economics, Finance, or a related field.
- Master’s degree, awards in national or international Olympiads in natural sciences, or professional certifications in Risk Management/Quantitative Finance (e.g., FRM) are a strong advantage.
2. Relevant Knowledge / Expertise
- Quantitative methods: statistics, modeling techniques, optimization, and machine learning.
- Banking risk management and credit processes.
- Model governance, validation frameworks, and regulatory expectations.
3. Skills
- Model development and validation techniques, including the use of analytical tools.
- Data mining and big data analytics.
- Portfolio measurement and performance analysis.
- Strong analytical and problem-solving skills.
4. Relevant Experience
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Minimum 5 years of experience in model development and/or model validation.Proven experience in developing or validating risk, credit, behavioral, or financial models within banks, financial institutions, or fintech companies.
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Candidates with prior experience in providing model development and model validation advisory services at Big Four consulting firms (Deloitte, PwC, EY, KPMG) are highly preferred.Hands-on experience in 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, and similar platforms).
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.