Director, Credit Risk Analytics and Modelling

4 days ago


Hà Nội, Vietnam Techcombank Full time

31 Oct 2024**Director, Credit Risk Analytics and Modelling**:

- Category: Risk Management Division- Job Type:
- Facility: Data & Analytics**Job Purpose**:

- The job holder oversee and lead multiple resources and projects to ensure successful completion of credit risk analytics and modeling projects in order to achive business and risk target.
- The job holder delivers executive-level presentations that provide insights of all current and future credit risk for strategic decision making, portflio optimization
- The job holder creates an environment where risk analytics professionals can develop their skills and grow their careers through taking on increased responsibility and adding value to the organization

**Key Accountabilities (1)**:

- 1.Credit Risk Model và Measurement tools
- Develop and continuously improve credit risk models to support credit decision making throughout customer’s credit life-cycle: underwriting và approval, early-warning, 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 cut-off 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 fit-for-purpose
- 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)**:

- 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/in-depth 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)**:

- PEOPLE MANAGEMENT
- Oversee human resources planning and execution (headcount & costs) of their function/ sub
- function
- Attract, onboard and retain the right talents for a high
- performing team
- Establish and communicate sub
- function/ function and individual KRAs/ KPIs, goals, action plan, expectations and results to reporting line
- Manage sub
- function/ function performance & provide feedback regularly (following the annual performance management cycle)
- Define team’s capability requirements and enable team member’s professional and personal development through capability assessment, training, coaching & feedback, mentoring, etc.
- Motivate and recognize team members’ contributions towards the team’s shared goals
- Responsible for developing talents within the function/ sub
- function
- Act as a role model and promote corporate culture at function/ sub
- function level
- Understand & communicate relevant HR offerings to team members.

**Success Profile - Qualification and Experiences**:

- Experience:

- Minimum 12 years of revelant experience with minimum 7 years of management experience
- Understand local and international regulations and practices on Banking và Finance, Risk Management, Basel 2, IFRS9, Stress-Test
- Experience in building data and analytics solutions, data mining, statistical analysis and data visualization
- Experience in providing fact-based 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 and post-graduate level in these fields in developed countries is an advantage.
- 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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