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

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

• 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; 

• 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)

Ứng viên nộp hồ sơ trực tuyến bằng cách bấm Ứng tuyển ngay dưới đây.