Chuyên viên Cao cấp/Chuyên viên chính Basel II and modeling

Job Purpose:

Working on projects that relate to data of the Risk Management division

Job Responsibility:

• Working with IT and other departments to perform data integration projects between banking systems into Risk Management division database system.

• Coordinate with IT department to ensure data quality of Risk division database system.

• Working with IT and other departments to collect data for projects that require historical data like Basel II and Scorecard projects.

• Support Basel II and Risk Data Mart project to implement the roadmap for Basel II internal rating based approach compliance, focus on enrichment of data, enhancement of business polices, development of the statistical model to measure the credit risk based on the PD, LGD, EAD;

• Support the project manager to follow up the deadlines and do the documentation of projects;

• Perform other jobs as requirement of the project owners/ work stream leaders;

Job Requirement:

• Bachelor or master degree in Information Technology, banking, finance or economics;

• At least 5 years (senior executive officer)/ 3 years (senior officer) of experience in banking sector with at least 2 years of hands on experience with database and report system.

• Good knowledge of relational database management system and Data Warehouse structure;

• Experience in using SQL is a must;

• Experience in Basel II project implementation is a plus;

• Good at Microsoft Office skills (Excel, Word, Power Point...);

• Experience in implementing credit scoring system is a plus;

• Computer skills in popular statistical languages (e.g., R, Python, SAS...) is a plus;

• Good understanding of banking database system is an advantage;

• Ability to work independently or team work in high pressure;

• Good skill of analysis and communication;

• Able to quick adapt and quick learn

• Able to work in English.