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Senior Consultant/Assistant Manager, Quantitative Modelling

2 weeks ago

Hanoi, Hanoi, Vietnam KPMG Vietnam Full time ₫6,000,000 - ₫12,000,000 per year

Key Responsibilities


• Assist in providing variety of risk management consulting services for Banking Clients (i.e. risk management including quantitative model development & business data analytics) with quality and timely deliverables


• Assist in the development and validation of credit risk models for IFRS 9 and Basel IRB


• Assist in formulating solutions to client problems/issues as well as identifying value-added opportunities


• Conduct well research on Client/Potential Client or Industry as required


• Assist Partners and Directors in pro-actively managing client relationships, respond to client queries in an effective and timely manner


• Address any knowledge gaps through learning and adaptation as appropriate


• Contribute to continuous improvement of in-house systems and procedures


• For Assistant Manager level: Leading project team in delivery project and supporting business development activities

Qualifications & Experiences


• Graduated with major in Accounting, Banking, Data Science, Mathematics, Statistics;


• Experience in an array of programming languages (e.g. R, Python, SQL, etc) would be favourably considered


• Good command of English is a MUST


• Strong organizational and time management skills


• Good communication skills


• Self-motivated and team player


• Enthusiastic, demonstrate "can do" attitude with an ability to learn quickly


• Relevant experience (i.e. Scorecard modelling, IFRS 9 ECL modelling, Basel IRB Modelling, Business data analytics) would be favourably considered


• Experience in leading/managing a team and/or project management is preferred