VPBank đang tuyển dụng Expert Model Validation- Hà Nội — vị trí làm việc tại Toàn Quốc.
Thông tin tuyển dụng VPBank
| Thông tin | Chi tiết |
|---|---|
| Vị trí | Expert Model Validation- Hà Nội |
| Ngân hàng | VPBank |
| Đơn vị | Khối Quản trị rủi ro |
| Địa điểm | Toàn Quốc |
Mô tả công việc
Job Description:
- Team Management and Oversight within the Model Validation Department
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Oversee the planning and execution of independent model validation activities.
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Review validation work to ensure quality, consistency, and compliance with established standards.
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Ensure adherence to internal policies, model risk management requirements, and regulatory expectations.
- Implementation of Model Risk Management Framework
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Implement Model Risk Management (MRM) policies, procedures, and model lifecycle requirements within the assigned scope.
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Monitor model usage and assess compliance with internal standards and regulatory requirements.
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Identify, assess, and promptly escalate model risk issues as appropriate.
- Validation of Medium to High Complexity Models
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Independently perform validation activities for medium to high complexity models.
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Apply appropriate quantitative and qualitative validation techniques.
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Identify key model risks, assess model limitations, and escalate material findings when necessary.
- Methodology Application and Continuous Improvement
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Consistently apply approved validation methodologies, tools, and templates.
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Contribute to the enhancement and refinement of validation methodologies based on practical experience and industry best practices.
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Support the development of more efficient and effective model validation processes.
- Knowledge Sharing and Professional Development
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Continuously update knowledge of modeling techniques, regulatory expectations, and model validation practices.
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Share expertise and lessons learned within the team.
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Provide guidance and support to junior team members when required.
Job Requirements:
- Educational Qualifications
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Bachelor’s degree in Mathematics, Statistics, Economics, Finance, or a related field.
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Master’s degree, awards in national or international Olympiads in natural sciences, or professional certifications in Risk Management/Quantitative Finance (e.g., FRM) are a strong advantage.
- Relevant Knowledge / Expertise
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Quantitative methods: statistics, modeling techniques, optimization, and machine learning.
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Banking risk management and credit processes.
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Model governance, validation frameworks, and regulatory expectations.
- Skills
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Model development and validation techniques, including the use of analytical tools.
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Data mining and big data analytics.
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Portfolio measurement and performance analysis.
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Strong analytical and problem-solving skills.
- Relevant Experience
Minimum 5 years of experience in model development and/or model validation.Proven experience in developing or validating risk, credit, behavioral, or financial models within banks, financial institutions, or fintech companies.
Candidates with prior experience in providing model development and model validation advisory services at Big Four consulting firms (Deloitte, PwC, EY, KPMG) are highly preferred.Hands-on experience in model governance, model lifecycle management, and regulatory validation requirements is a strong advantage.
- Required Competencies
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Advanced proficiency in Microsoft Excel, PowerPoint, and Word.
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Advanced proficiency in SAS, Python, and/or R.
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Advanced proficiency in SQL.
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Advanced proficiency in AI tools (e.g., ChatGPT, Gemini, and similar platforms).
Benefits
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Competitive salary and bonus package
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Staff loan with special interest rates
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Training courses based on the job, Training framework/Learning RoadMap for each position
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Insurance in accordance with Labor laws + VPBank Care insurance for all employees. (insurance covered for family members for entitled employees);
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Annual leave (varied based on job grade)
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Travel allowance
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A dynamic and friendly working environment, full of great opportunities to develop your career and abundant interesting activities to join (Sports competitions, talent contests, teambuilding…)
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Working time: from Monday to Friday & 2 Saturday mornings/month.
Cách thức ứng tuyển
Xem chi tiết và ứng tuyển tại: VPBank
Ngày đăng: 30/09/2026
Nguồn: VPBank
Đăng bởi: UB Job Crawler