CVC/CVCC Xây Dựng Mô Hình Rủi Ro Thanh Khoản - Hà Nội - TA107

Mô tả Công việc

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

Yêu Cầu Công Việc

• 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