We are seeking a Behavioral Modelling Senior to join our dynamic team in developing cutting-edge models for Liquidity Risk and Interest Rate Risk on the banking book. This is an exciting opportunity to work in a fast-paced and collaborative environment, leveraging your expertise to support critical decision-making in managing banking risk.
Key Responsibilities:
Model Development: Build and maintain behavioral models for liquidity risk and interest rate risk on the banking book, using advanced statistical and machine learning techniques.
Risk Management Support: Collaborate with the risk and ALM (Asset Liability Management) teams to ensure the models align with regulatory requirements and best practices.
Data Analysis: Work with large datasets to identify trends, correlations, and insights that will drive model accuracy and performance.
Stakeholder Engagement: Present your findings to senior leadership and key stakeholders, helping to guide strategic decisions
Job Requirement
Graduate university or higher level on major Finance – Banking, Economics, Econometrics, Computer science and other related majors.
FRM or CFA certificate is plus.
Experience: At least 2-3 years of hands-on experience in risk modelling, market risk, or ALM (Asset Liability Management).
Skills & Expertise: Strong knowledge of liquidity risk, interest rate risk, and market risk management practices.
Technical Proficiency: Advanced proficiency in programming (e.g., Python, R, SQL) and a solid understanding of statistical modelling techniques.
Problem Solver: Ability to break down complex problems and provide actionable insights that contribute to the bank's overall risk management framework.
Team Player: A collaborative mindset with strong communication skills to work across various teams and present technical information to non-technical stakeholders.
Benenfit:
Competitive salary and bonus package
Staff loan with special interest rates
Training courses based on the job, Training framework/Learning RoadMap for each position
Insurance by Labor laws + VPBank Care insurance for all employees. (insurance covered for family members for entitled employees);
Annual leave (varied based on job grade)
Travel allowance
A dynamic and friendly working environment, full of great opportunities to develop your career and abundant interesting activities to join (Sports competitions, talent contests, teambuilding...)
Working time: from Monday to Friday & 2 Saturday mornings/month
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