Job Description
1. Develop, enhance, monitor, and support the operation/maintenance of quantitative models for credit risk management to maximize the Bank's benefits and governance requirements.
2. Design, develop, review, monitor, and support the operation of IT-based tools/systems for credit risk quantitative models.
3. Build capabilities, regulations, and processes for developing, enhancing, monitoring, and calibrating credit risk quantitative models.
4. Coordinate the implementation of quantitative solutions for credit risk management:
a) Participate in the execution of initiatives related to data analysis, modeling, and optimization, as well as the management and development of advanced analytical platforms/tools for risk management at the Bank.
b) Collaborate with relevant departments in the digitalization process and the application of model results.
5. Conduct data surveys, data planning, and implement data quality management activities to support quantitative analysis.
6. Participate in training sessions and professional courses as per the department’s and the Bank’s training plans.
7. Perform other related tasks as assigned by the Department’s Leadership.
Job Requirements
### Qualifications and Requirements
1. **Education:**
- Bachelor's or Master’s degree in Mathematics, Financial Mathematics, Economic Mathematics, Financial Engineering, Quantitative Finance, Risk Management, Business Analytics, Data Science, Economics, Applied Economics and Finance, Actuarial Science, Artificial Intelligence, Computer Science, or other related fields.
- **Foreign Language:** English proficiency at B1 level (according to the Common European Framework of Reference) or equivalent, with strong communication skills and the ability to read and comprehend work-related materials in English.
- **IT Proficiency:** Basic IT application certification (or equivalent) or higher.
2. **Age:** Not exceeding 35 years at the time of application.
3. **Experience:** Direct experience in data analysis, model development, or optimization calculations.
4. **Knowledge:**
- Strong understanding of information systems, databases, and banking products and services.
- Familiarity with Basel regulations, policies from the State Bank of Vietnam on credit risk management, and Vietnam’s macroeconomic landscape.
5. **Skills:**
- Ability to work both independently and in a team.
- Strong organizational and task management skills.
- Effective communication and public speaking skills.
- Strong analytical and synthesis capabilities.
6. **Competencies:**
- Logical thinking.
- Ability to generalize and conceptualize information.
7. **Personal Qualities:**
- Detail-oriented and adaptable.
- Ability to work under high pressure.
- Integrity, discipline, and responsibility.
8. **Other Requirements:**
- Good health and ability to handle high-pressure workloads.
- Valid judicial record certification.
9. **Preferred Criteria:**
- Master’s degree or higher in Economic Mathematics, Financial Mathematics, Applied Economics and Finance, or related fields.
- Possession of international professional certifications (FRM, PRM, CQF, CFA, etc.).
- IELTS score above 6.0 (or equivalent).
- Experience in developing credit risk models at financial institutions, domestically or internationally.
- Proficiency in programming and application development using statistical and analytical tools/software (SAS, MATLAB, R, Python, MS-SQL, etc.).