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Key Responsibilities:

• Develop and enhance Probability of Default (PD), Loss Given Default (LGD), and Exposure At Default (EAD) models in accordance with Basel or IFRS 9 standards.
• Conduct validation of model performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing
• Generate, analyse and standardise portfolio risk and capital reports, scorecard performance report and booking profile. Perform credit risk advise to senior management, regulators and other key stakeholders
• Analyse product and credit programmes, including the review / estimation of risk parameters, product pricing, product structure and regulatory requirements
• Develop and review Basel/ IFRS9 credit risk related documentation, policies and procedures
• Implement Basel II models, manage the scoring and capital computation engines and analytics datamart, conduct UAT and support overall deployment of models
• Undertake advanced data analysis and modeling to support business decision-making, leveraging techniques including statistical analysis, machine learning, and predictive modeling.
• Stay abreast of emerging technologies, including cloud computing and Generative AI (GenAI), and explore their potential applications within the organization to optimize operations and drive innovation in risk management practices.
• Conduct training and research and development of new models, methodologies and model applications.

Requirements:

Education:

• Preference given to students studying abroad or students from international universities within Vietnam.
• Also consider top universities such as Foreign Trade University, National Economics University, and Hanoi National University of Economics.

Major: Majoring in Finance & Banking, Accounting, Economic Mathematics, Data Analysis, or related fields. Relevant certifications are a plus.

Language Skills:

• Good English communication skills are mandatory.
• Candidates with IELTS certification or equivalent are preferred.

Technical Skills:

• Proficient in SQL programming and basic Python.
• Skilled in Microsoft Word, Excel, and PowerPoint.

Soft Skills:

• Effective time management.
• Strong presentation and communication skills.
• Teamwork and proactive working attitude.