Tuyển dụng VPBank: Head of Risk Analytics, Modeling and Model Validation Center - HN (28/08/2026)

Tin tuyển dụng
,
1

VPBank đang tuyển dụng Head of Modelling and Enterprise Risk Management Center- Ha Noi — vị trí làm việc tại Toàn Quốc.

:clipboard: Thông tin tuyển dụng VPBank

Thông tin Chi tiết
Vị trí Head of Modelling and Enterprise Risk Management Center- Ha Noi
Ngân hàng VPBank
Đơn vị Khối Quản trị rủi ro
Địa điểm Toàn Quốc

:memo: Mô tả công việc

Job description

  1. Strategic Leadership & Governance:

  • Define and execute VPBank’s risk analytics, modeling and model validation strategy in alignment with the Bank’s strategic priorities, AI-enabled risk transformation agenda and Basel roadmap.

  • Establish and maintain the Group Model Risk Management Framework and enterprise-wide model lifecycle governance, including model inventory, model risk classification, model risk assessment, tiering, approval, implementation, monitoring, change control, retirement and consolidated model risk reporting.

  • Represent RMD in model governance committees and engagements with SBV, auditors and other relevant stakeholders.

  • Ensure alignment of modeling, validation and risk analytics capabilities across VPBank and subsidiaries, with clear ownership and accountability.

  1. Oversight of Model Development Department:

  • Provide strategic direction for the development, enhancement, implementation and monitoring of risk, regulatory and business models across VPBank Group.

  • Oversee credit risk models, including application, behavioral, collection, attrition, cross-sell, propensity and early-warning models; Basel II/III/IV, IFRS 9, stress testing, capital and portfolio analytics models; and advanced AI/ML, fraud analytics and alternative-data models.

  • Establish modern development methodologies, coding and documentation standards, reusable assets and common feature libraries.

  • Drive industrialized model development and deployment through MLOps, automated pipelines, CI/CD, controlled retraining and performance monitoring, in coordination with Business, IT and EDA.

  1. Oversight of Model Validation Department

  • Ensure independent, risk-based and timely validation of all material models across VPBank Group in accordance with the Model Validation Framework.

  • Approve the annual validation plan and oversee validation of credit, market, liquidity, operational, regulatory and business models.

  • Establish validation standards for AI/ML models, including explainability, stability, data integrity, bias and fairness where applicable, implementation accuracy and ongoing monitoring.

  • Ensure effective challenge of model methodology, assumptions, data, implementation and performance; track findings and remediation to closure; and provide enterprise-wide reporting on model inventory, model risk classification, risk assessments, lifecycle status and material model-risk exposures.

  • Embed model-risk controls into MLOps, including end-to-end lineage, versioning, dev-to-production consistency, tiered change control, retraining guardrails and continuous evidence for audit and review.

Job Requirements

  1. Educational Qualifications

  • Master’s degree or higher in Statistics, Mathematics, Quantitative Finance, Economics, Data Science, Computer Science or a related discipline

  • Professional certification such as FRM, CFA, PRM, PMP or an equivalent qualification is preferred.

  1. Relevant Knowledge/ Expertise

  • Deep expertise in credit risk modeling, independent validation and model risk management.

  • Strong knowledge of Basel II/III, IRB, IFRS 9, stress testing, capital adequacy and portfolio analytics.

  • Strong understanding of AI/ML governance, explainability, model monitoring, risk data architecture and MLOps.

  • Knowledge of advanced analytics applications in early warning, fraud, collections and credit decisioning; familiarity with modern analytics platforms and alternative data.

  1. Skills

  • Strong strategic leadership, stakeholder management and influencing skills.

  • Advanced quantitative, analytical, problem-solving and executive communication skills.

  • Strong transformation and project portfolio management capability.

  • Working knowledge of SAS, SQL, Python or R, modern data platforms, model deployment and system integration.

  1. Relevant Experience

  • At least 12 years of relevant experience in banking risk management, analytics, model development or model validation, including at least 5 years in a senior leadership role.

  • Proven experience leading large-scale risk analytics, model risk or data/technology transformation programs.

  • Demonstrated experience engaging regulators, auditors, executive management and cross-functional stakeholders.

  1. Required Competencies

  • Strategic thinking and vision alignment.

  • Leadership, talent development and succession building.

  • Analytical rigor, sound judgment and decision-making.

  • Independence, integrity and professional ethics.

  • Innovation mindset, collaboration and continuous improvement orientation.

Benefits

  • Competitive salary and bonus package

  • Staff loan with special interest rates

  • Training courses based on the job, Training framework/Learning RoadMap for each position

  • Insurance in accordance with Labor laws + VPBank Care insurance for all employees. (insurance covered for family members for entitled employees);

  • Annual leave (varied based on job grade)

  • Travel allowance

  • 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…)

  • Working time: from Monday to Friday & 2 Saturday mornings/month.

:bulb: Cách thức ứng tuyển

:point_right: Xem chi tiết và ứng tuyển tại: VPBank

:date: Ngày đăng: 08/09/2026
:pushpin: Nguồn: VPBank
:owl: Đăng bởi: UB Job Crawler