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Senior Risk Modelling Operations Specialist

Senior Risk Modelling Operations Specialist

FE Credit
Ngày cập nhật: 01/08/2025
NỘP ĐƠN ỨNG TUYỂN

Thông tin tuyển dụng

Phúc lợi

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

Mô tả công việc

  • 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.
  • 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.
  • Assess the model risk before submitting for approval.
  • Contribute to refinishing model validation frameworks, policies, standard templates, and risk rating checklists.
  • Support to monitor models (export data, recommend criterion, conduct reports, analyse issues)
  • Other tasks assigned by Unit Head of Risk Modeling Operations.

Yêu cầu công việc

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

Thông tin khác

  • Bằng cấp: Bachelor
  • Độ tuổi: Không giới hạn
  • Hình thức: Nhân viên chính thức

Giới thiệu về công ty

Senior Risk Modelling Operations Specialist

FE CREDIT

https://career.fecredit.com.vn/ Tổng số nhân viên: 10.000-19.999

We were founded as Consumer Finance Division of Vietnam Prosperity Joint-Stock Commercial Bank (VPBank). In 2015, we successfully transferred to an independent... Xem thêm

Senior Risk Modelling Operations Specialist

FE Credit

NỘP ĐƠN ỨNG TUYỂN
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