Chuyên Viên Mô Hình Rủi Ro Tích Hợp - Integrated Risk Modeling - Hà Nội

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Hà Nội: Tòa tháp 89 Láng Hạ, Đống Đa, Hà Nội

MÔ TẢ CÔNG VIỆC

1. Macroeconomic modeling and Forecasting.

  • Lead the design and construction of a suite of structural macro-econometric models; and other autoregressive integrated moving average models. 
  • Carry out and authenticate macroeconomic simulation and forecasts based on the models developed and lead in disseminating results and providing advice to the higher level.
  • Develop the stress test execution of macroeconomic situation.

2. Balance sheet models: Develop Balance sheet model for Liquidity and IRRBB management.

3. Model governance 

  • Maintain the macroeconomic models and balance sheet models
  • Maintain the documentation consistent with the requirements of model validators

YÊU CẦU ỨNG VIÊN

  • Graduate university or higher level on major Finance – Banking, Economics; Econometrics and other related majors.
  • FRM or CFA certificate is plus.
  • Have strong background in mathematics, quantitative models (time –series models, Logistic regression, etc..)
  • Understanding about banking products (especially MM, FX, Bond, Options and other Derivatives) and banking systems is a plus
  • Proficient in computer skills, especially Excel, R or equivalent programming language, and SQL;
  • Strong communication skills, team-working skills and problem solving skills; 

QUYỀN LỢI ĐƯỢC HƯỞNG

  • Competitive salary and bonus based on employees' performance and capability
  • Preferential loan for staff
  • Traing courses depending on job nature
  • Insurance under labor law + VPBank care insurance for individuals. Premium employees are entitled to insurance for their relatives
  • Annual leaves depending on job grade
  • Able to have annual travel allowance
  • Have opponunity to participate in many great events
  • Working under energisitic, friendly environment and good chances to develop your career
  • Working time with magnetism: magnetism 2 - creativity 7 (creativity 2 am Saturday / month)

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