Risk Modeling Senior (Market And/Liquidity Risk)

• The job holder proposes, initiatives and manages multiple behavioral models together with business units in order to address problems.
• The job holder is also involved in data preparation and the development of data marts required for model development.
• Build cutting- edge algorithms and work with machine learning tools to deliver advance analytic solutions.
• The behavioral models, including but not limited to, term deposit’s early withdrawal and rollover, loan’s repayment and prepayment, CASA’s stickiness, overdue repayment, credit line model.

Professional qualification:
• FRM or CFA certificate is plus.
• Graduate university or higher level on major Finance – Banking, Economics, Econometrics, Computer science and other related majors.
Experience:
• Have at least 2- 3 years of relevant experience in areas of data analysis, modeling, machine learning on large amount of data, implementing and deploying various statistical models.
• Have strong background on Mathematics, Econometrics and quantitative risk models.
Skills:
• Strong communication skills, team- working skills and problem solving skills.
• Proficient in computer skills, especially SAS, Python or equivalent programming language, and SQL.
• Fluent user in English speaking, writing, reading and listening.

Preferential loan for staff
Traing courses depending on job nature
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)
Insurance under labor law + VPBank care insurance for individuals. Premium employees are entitled to insurance for their relatives
Able to have annual travel allowance
Competitive salary and bonus based on employees&039; performance and capability
Have opponunity to participate in many great events
Annual leaves depending on job grade

Cập nhật gần nhất lúc: 2024-04-18 14:15:31