Director, Credit Risk Analytics and Modelling

• 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

• 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

• 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…

• 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.

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
• 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