Chuyên viên Cao cấp Mô hình Rủi ro Tín dụng - TNEX - 4B012

1, Development, Review, and Upgrade of Credit Risk Measurement Models (e.g., Scoring/Rating, PD, LGD, EAD, Risk Pricing, Expected Loss, Economic Capital, Stress Testing, IFRS, etc.):• Organize, assign, and guide staff in the development, review, and upgrade of risk measurement models.• Develop a plan and execute the construction, review, and enhancement of risk measurement models.• Document and archive all materials related to the process of developing, reviewing, and upgrading models (in accordance with internal regulations on risk measurement model governance of the Bank).• Establish regulations, processes, policies, and guidelines related to the construction/deployment/review of risk measurement models.• Communicate and train on risk measurement models.• Analyze and propose the application/adjustment/improvement of risk measurement models.2, Collaboration in Building and Upgrading Databases, Tools, and Systems for Credit Risk Measurement:• Organize, assign, and guide staff in building databases for risk measurement purposes, including identifying data requirements, conducting data validation, and documenting and archiving all materials related to the database construction.• Organize, assign, and guide staff in developing and upgrading risk measurement tools and systems:• Develop User Requirements Documentation (URD), create test cases, conduct User Acceptance Testing (UAT), and develop/adjust user manuals for tools/systems.• Communicate and train users on the utilization of risk measurement tools and systems.• Document and archive all materials related to the construction and upgrading of tools/systems, user manuals, and user training.3, Monitoring and Reporting on the Operation of Credit Risk Measurement Tools and Systems:• Organize, assign, and guide staff in the governance/monitoring and reporting of the operation of risk measurement tools and systems:• Support business units and address user inquiries.• Monitor and report potential operational risks related to the tools/systems (user behavior, system errors, etc.).• Adjust parameters of tools/systems (as authorized), modify or request modifications to tools and systems; test tools/systems after adjustments/modifications; document and archive all related materials.• Identify, receive, aggregate, and resolve issues arising in the application of risk measurement models, tools, and systems.• Propose solutions for (i) revising/upgrading/developing risk quantification models, tools, and systems; (ii) amending related documentation.4, Management of Unit Objectives:• Develop detailed plans, assign tasks, and monitor the progress of work implementation.• Evaluate the performance of employees within the unit.• Train and support the professional development of employees in the unit; participate in the adjunct faculty program as mobilized by the Training Center.• Participate in recruitment efforts and build the team under management.• Update, disseminate, guide, and assign staff to implement relevant institutional documents.• Foster a professional, effective, and cohesive working environment within the unit.• Report to direct leadership on (i) the progress and quality of work, (ii) arising issues and solutions during the implementation process.