Theo dõi để nhận Thông báo việc làm mới nhất từ Ngân Hàng TMCP Việt Nam Thịnh Vượng (VPBank)
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Mô tả công việc
1. Oversight of Junior Team Members
- Provide day-to-day guidance and oversight to a small group of junior staff.
- Review and ensure the quality of work delivered by junior team members.
2. Execution of Model Validation (Medium to High Complexity)
- Perform independent validation of medium to high complexity models.
- Assess model data, methodology, assumptions, and performance.
- Deliver validation reports with clear findings and recommendations.
3. Contribution to Internal Policies and Frameworks
- Participate in the development and enhancement of internal policies, procedures, and guidelines related to model validation and Model Risk Management (MRM).
4. Execution of Model Risk Management
- Maintain and update model information throughout the model lifecycle.
- Consolidate model-related data and documentation for reporting purposes.
- Prepare model risk reports.
5. Knowledge Sharing and Team Development
- Share knowledge and provide guidance to junior staff and interns.
- Support capability development and continuous learning within the team.
Yêu cầu ứng viên
1. Educational Qualifications
- Bachelor’s degree in Mathematics, Statistics, Economics, Finance, Econometrics, Actuarial Science, or a related quantitative discipline.
- Master’s degree or international certification in Risk Management / Quantitative Finance (e.g., FRM) is a strong advantage.
- Strong quantitative background in Mathematics, Econometrics, Statistics, or related fields is preferred.
2. Relevant Knowledge / Expertise
- Quantitative methods, including statistics, econometrics, modeling techniques, optimization, and machine learning.
- Banking risk management and credit risk management processes.
- Model governance, model validation frameworks, and regulatory expectations.
- Knowledge of model lifecycle management, model performance monitoring, and model risk management practices.
- Understanding of data analytics, AI/ML applications, and quantitative methodologies in financial services.
3. Skills
- Model development and validation techniques, including the use of quantitative and analytical tools.
- Data mining, data analysis, and big data analytics.
- Statistical analysis and machine learning methodologies.
- Strong analytical, critical thinking, and problem-solving skills.
- Ability to assess model assumptions, methodologies, limitations, and performance independently.
- Strong communication and report-writing skills.
4. Relevant Experience
- Minimum 3 years of experience in model development and/or model validation.
- Proven experience in developing or validating models within banks, financial institutions, or fintech companies.
- Experience in developing, validating, monitoring, or reviewing credit risk models, scoring models, behavioral models, forecasting models, or other quantitative models.
- Candidates with experience providing model development and model validation advisory services at Big Four consulting firms (Deloitte, PwC, EY, KPMG) are highly preferred.
- Hands-on experience with model governance, model lifecycle management, and regulatory validation requirements is a strong advantage.
5. Required Competencies
- Advanced proficiency in Microsoft Excel, PowerPoint, and Word.
- Advanced proficiency in SAS, Python, and/or R.
- Advanced proficiency in SQL.
- Advanced proficiency in AI tools (e.g., ChatGPT, Gemini, Copilot, and similar platforms).
- Ability to work independently and manage multiple priorities in a dynamic environment.
- Strong stakeholder management and collaboration skills.
6. Preferred Candidate Profile
- Experience in model development or model validation at banks, financial institutions, or fintech companies.
- Experience in model development/model validation consulting engagements at Big Four firms is highly desirable.
- Educational background in Mathematics, Econometrics, Statistics, Actuarial Science, or other quantitative disciplines is preferred.
- Participation in quantitative modeling competitions, data science challenges, hackathons, research projects, or related academic activities is considered a strong plus.
- Professional certifications such as FRM or other quantitative finance qualifications are advantageous.
- Demonstrated passion for quantitative analytics, model risk management, and emerging technologies in financial services.
Quyền lợi ứng viên
- 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.
Địa điểm và thời gian
Địa điểm làm việc
- Hà Nội: (Tất cả các phường) - Phạm vi làm việc trên toàn khu vực trên.
Thời gian làm việc
- Thứ 2 - Thứ 6 (từ 08:00 đến 17:30)
- Thứ 7 (từ 08:00 đến 12:00)
- Thời gian làm việc: từ thứ 2 – thứ 6
Sáng thứ 7
Cách thức ứng tuyển
- Ứng viên nộp hồ sơ trực tuyến bằng cách bấm Ứng tuyển ngay dưới đây.
Hạn ứng tuyển: 04/11/2026
