Check with seller Tuyển dụng Hà Nội Ngân hàng Thương mại Cổ phần Kỹ Thương Việt Nam (Techcombank) cần tuyển

[Tuyển dụng Hà Nội] Ngân hàng Thương mại Cổ phần Kỹ Thương Việt Nam (Techcombank) cần tuyển Chi tiết công việc

Giới thiệu công ty



Thu nhập:
Thỏa thuận
Loại hình:
Toàn thời gian





Chức vụ:
Nhân viên





Kinh nghiệm:
5 năm
sql
vận tải
ngân hàng
tài chính
Job Purpose
- The primary responsibility of this role is to discover and diagnose modeling related risks including input data, assumption, concept, methodology, process and implementation through validation activities. The team is also responsible to opine on the model strength and weakness and recommend practical solutions.
- Assists in the creation and maintenance of the policies, standards, guidelines, and procedures required to implement the Banks model risk management framework that covers model and computational tool identification and classification, model development and testing, model documentation, model validation, and model performance monitoring.
Key Accountabilities (1)
1. General Responsibilities:
a. Strictly follow the Techcombanks labor regulations
b. Perform work in accordance with Techcobmanks regulations
c. Comply with the work arrangement and training of Techcombank and the Unit
d. Perform tasks at the request of direct managers and upper management
Key Accountabilities (2)
2. Professional Responsibilities:
a. Model validation:
- Thoroughly and comprehensively review model development documents and model codes as well as conduct quantitative validation tests to identify sources of model risk.
- Discover and diagnose modeling related risks including input data, assumption, concept, methodology, process and implementation
- Present works through formal validation reports, as well as thorough presentations to senior management.
- Discuss validation results with model owners/
developer
s and governance team to gain consensus and create strategies to implement changes and enhancements.
- Provide subject matter expertise on models strength and weakness and recommend practical solutions.
- Provide different view on methodology and calculations, and provide feedback to model developers.
- Support the model validation team to mitigate the model risks.
- Utilize express mode validation for new model development, facing legal and compliance related modeling issues, quick model fixes, etc.
b. Model Risk Governance:
- Contribute to the development and deployment of the Model Risk Management Framework at the bank.
- Provide support in maintaining the bank model discovery and model inventory.
- Maintain compliance with applicable rules, regulations, and expectations set by regulators for model risk management as the banks model landscape grows and becomes more complex.
- Communicate and escalate matters of significant model risk to senior leaders and business un
it manager
s.
- Assist Model Risk Governance in developing model risk education and delivering education to model stakeholders.
c. Other duties as required by management leadership
- Build strong working relationship with key model stakeholders
Success Profile - Qualification and Experiences
Experience:
- At least 5 years of work/research experience in relevant field (Finance, Technology, etc.).
- Prior experience in model development and validation a plus.
Expertise:
- Advanced skill level with SQL/SAS/Python/R
- Trained or experienced in probability/statistics, data mining, data analysis, big data, machine learning,...
- Knowledge in Basel/IFRS9 models a plus.
Degree/Professional: Advanced Degree. Specify: Masters Degree in Statistics, Econometrics, Mathematics, Finance, Operations Research, or equivalent.
Foreign language (English): minimum TOEIC 600 or equivalent
Thông tin chung
Thu nhập: Thỏa thuận
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Tags:Tuyển dụng Hà Nội, việc làm Hà Nội, Ngân hàng Thương mại Cổ phần Kỹ Thương Việt Nam (Techcombank) tuyển nhân viên

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