Vietnam Prosperity Commercial Joint Stock Bank (VPBank) is one of the leading banks in applying big data analysis and statistical modeling in decision making, business operations, and capital calculation. The Bank is currently looking for candidates for the position of Credit Risk Model Validation Intern/Contractor/Junior/Senior, working at Head Office (89 Lang Ha).
Performing validation for models of the whole VPBank’s ecosystem:
1. Developing Model Validation Framework and relevant internal policies and guidance, model validation methodology documentations covering qualitative and quantitative approaches. Performing overall model validation as an independent model validator, for models including but not limited to:
2. Identifying reasons, factors impacting models (if any) and proposing proper recommendations to address the issues.
3. Performing Model Risk Management, periodically assessing and reporting model risk exposures, while simultaneously developing procedures, tools and IT infrastructure system essential for monitoring, supervision and assessment of impacts of model risk
Research & Study
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