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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