Senior Expert, Credit Risk Analytics and Modelling

1 week ago

Hanoi, Hanoi, Vietnam Techcombank Full time
13 Jun 2024
Senior Expert, Credit Risk Analytics and Modelling :

  • Category: Risk Management Division
  • Job Type:
  • Facility: Data & Analytics
    Job Purpose:
  • The job holder advises and provides business with credit risk insights from massive amounts of structured and unstructured potential data to support credit portfolio optimization and strategic planning
  • Xây dựng mô hình và giải pháp rủi ro tín dụng bằng cách sử dụng phân tích thống kê, máy học nâng cao, khai thác dữ liệu và kỹ thuật trực quan hóa dữ liệu để tạo ra các giải pháp hỗ trợ quyết định tín dụng trong suốt vòng đời tín dụng của khách hàng.

Key Accountabilities (1):

  • Credit Risk Model và Measurement tools
  • Develop and continuously improve credit risk models to support credit decision making throughout customer's credit lifecycle: underwriting và approval, earlywarning, collection và recovery
  • Develop credit risk measurement tools and methodology in compliance with regulatory requirement and industry practices (SBV, Basel, IFRS9)
  • Drive model implementation and usage with cutoff strategy recommendation/simulation
  • Continue to monitor and recalibrate model on regular basis upon acquisition of new data available or significant findings of model monitoring/ validation to ensure model is fitforpurpose
  • Build policies, procedures, and guidelines related to the credit risk model development. Report, present and explain model to higher management for model approval.

Key Accountabilities (2):

  • Credit Risk Analytics và Insights
  • Provide credit risk management reports và insights to BOD, BOM, relevant units internal/external division/bank.
  • Conduct portfolio assessment/indepth analysis by forums and boards: BOM/BOD; ARCO/ALCO; other as requested.
  • Perform portfolio credit quality forecast, scenario analysis/simulation for management decision / strategic planning / ICAAP, etc

Key Accountabilities (3):

  • Credit Risk Analytics Infrastrucutre, Research và Development
  • Operate and maintain credit risk feature stores and model deployment platform (batchrun model and realtime decision engine),
  • Operate and maintain creditrisk related datamart and information system (debt classification, provisioning, and credit risk metrics) in accordance with regulatory and international standards (Basel II, IFRS9)

Success Profile - Qualification and Experiences:

Experience:

  • Minimum 10 years of experience in Banking, Risk Modeling or equivalent
  • Understand international regulations and practices on Basel 2, IFRS9, and Stress-Test
  • Extensive experience in building data and analytics solutions, data mining, statistical analysis and data visualization
  • Experience in providing factbased insights to help senior management and other stakeholders realize enterprise value at scale
  • Strategic decision taking and thinking, able to deal with very senior management, translate tech to business and vice versa

Qualification:

  • Bachelor's degree or higher (finance / banking / financial risk management / financial math / quantitative finance)
  • Being trained at university or graduate level in these fields is advantageous in developed countries.
  • Having an internationally recognized certificate in financial analysis, financial risk management is an advantage (eg, FRM, CFA, PRM, CPA,...)
  • English proficiency requirements are pursuant to Techcombank's policy

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