Senior Risk Modeling Specialist (Chuyên Viên/Chuyên Viên Cao Cấp Rủi Ro Mô Hình)

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Thông tin công việc

Chức Danh: Senior Risk Modeling Specialist (Chuyên Viên/Chuyên Viên Cao Cấp Rủi Ro Mô Hình)

Loại hình công việc: Nhân viên chính thức

Mức lương: Cạnh tranh

Công ty: Ngân Hàng TMCP Quân Đội

Participate in projects to develop credit risk models: (A, B Score), Telco model, Income model and other credit models (PD, LGD, EAD)
Compile and analyse data to support business and management in decisions related to credit risk.
Design of strategies or business rules and applying model result into business: cut-off, risk based pricing, cross-sale, up-sale, early warning…
Develop Scoring system, Retail Loan Origination System (LOS/BPM)
Develop frequency & ad-hoc reports to continuously evaluate and visualize the performance of our models and credit risks in general.
Kick-start a career in credit risk modelling & frameworks and surrounding credit processes.

Bachelor degree or higher in quantitative field (Engineering, Statistics, Mathematics, Sciences, Finance, Business/Economics, Information Technology )
Knowledge of statistical and mathematical modelling techniques, machine learning, optimization or related fields
At least 2 year experience in a statistical and/or data science role, working with large data sets, simulation/ optimization and distributed computing tools
Experience with developing credit modelling: credit scoring system (A, B, C-Score model) and PD, LGD, EAD
Programming skills (VBA, SQL, R, Python, SPSS or any equivalent programs)
Strong analytical skills with ability to deliver insightful ideas, excited to draw findings from figures
Strong and highly motivated leader, with positive mindset & attitude
CFA, FRM is a plus
Proficiency in English, Vietnamese both written and spoken

Yêu cầu bằng cấp: Chưa nhập

Yêu cầu hồ sơ:

Yêu cầu độ tuổi: Chưa nhập

Yêu cầu kinh nghiệm: 5 - 10 Năm

Yêu cầu giới tính: Chưa nhập

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