Senior Risk Modelling Operations Specialist

Prepare independent validation reports detailing model risk assessments, recommendations for improvement, and deployment conditions; provide technical and regulatory opinions regarding model suitability
Collaborate with stakeholders (Model Owner, Data, Product, Portfolio Management ) to check data quality, model logic; support requirements from Internal Audit, Independent Audit and SBV.
Support to monitor models (export data, recommend criterion, conduct reports, analyse issues)
Other tasks assigned by Unit Head of Risk Modeling Operations.
Contribute to refinishing model validation frameworks, policies, standard templates, and risk rating checklists.
Validate and re- validate new and in- used models according to internal and external regulations, check the overfitting, data leakage, concept drift, and overall model risk; review assumption, input risk factor, and compare benchmark vs challenger models if available; perform PSI, KS, AUC, Gini, calibration tests, population stability, vintage analysis, reject reference, etc.
Assess the model risk before submitting for approval.

University degree in computer science, mathematics, statistics or its equivalent.
Proficient in using Excel to conduct analysis.
Fluent in English.
Solid knowledge in Credit Risk and Risk Management.
Experience in scoring modeling, strategy and implementation.
Proficient in using SQL Oracle.
Ability to use statistics software R/Python/SAS...
At least 3 years’ experience in data analysis and modeling, Consumer Finance or Retail Banking is preferred. Solid experience with scoring is required.

Chế độ bảo hiểm, Du Lịch, Chế độ thưởng, Chăm sóc sức khỏe, Đào tạo, Tăng lương

Cập nhật gần nhất lúc: 2025-08-11 06:00:03