Giám đốc Mô hình Rủi ro (Digital Risk Modeling Head) - TNEX - 4B035

TNEX Finance, also known as TNEX (tnexfinance.com.vn), aka Digital Banking platform within the ecosystem of ROX Group (Rox.vn) and MSB (msb.com.vn). TNTalent is a P&L unit responsible for all human resources functions (centralized model) and plays a general management role for HR at TNEX. To gain a clearer understanding of this position at TNEX, please see the detailed information below:

JOB BRIEF
Report line: Direct to CRO
Ownership: Team of 4-5, upper middle and senior level included
Risk Model development: Lead the design, development, and deployment of AI/ML-driven risk models for credit scoring, fraud detection, and portfolio risk management.
Strategic leadership: Lead the model development department and report to the CRO, providing insights on advanced analytics and drive the use of big data, predictive analytics, and alternative data sources to enhance digital lending risk assessment.
Data-Driven decision making: Guide the model development team to leverage data analytics and AI models to refine underwriting standards, risk segmentation, and frameworks.
Cross-functional collaboration: Work closely with Policy, Monitoring and Validation teams to ensure adherence to internal governance standards, mitigating compliance risks effectively while creating risk models and frameworks.
DESCRIPTION
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.

- A minimum of 5 years in developing credit risk models/model validation/credit risk analysis, data analysis and statistics, or in Finance/Banking, with at least 2 years in a managerial role.
- Education: Bachelor's degree in Finance, Economics, Banking, or Mathematics. Preference will be given to:
• Candidates who graduated in relevant specialized fields such as Financial Mathematics, Economic Mathematics, Econometrics, or Mathematical Informatics.
• Candidates who have studied abroad or hold a Master's degree.
• Candidates with work experience in Finance/Banking, Banking Risk Management, and a good understanding of Machine Learning.
• Proficient in English for business communication.
• Candidates familiar with working in an Agile Model environment.
- Knowledge of credit risk model development and credit risk management, including counterparty credit risk.
- Understanding of Basel II regulations.
- Familiarity with policies/regulations/processes within the unit: Well-versed in internal policy processes as well as legal regulations.

BENEFIT OF JOINING TNEX

1. Attractive salary and bonus:
• Competitive salary compared to the market and commensurate with ability, will be negotiated when the candidate passes the Interview round.
• Year-end performance bonus from 2 to 5 months of average annual salary, depending on the evaluation results.
2. Comprehensive welfare policy:
• Insurance according to legal regulations and separate health insurance for staff.
• Diverse welfare regimes: flexible working hours, vacation, birthday leave ...
• There is a loan program with preferential interest rates for employees.

3. Training and promotion:
• Intensive, systematic training program in the direction of transformation (Re_skill, Up_skill, New_skill), edited according to each group of job positions.
• Being guided and enthusiastically mentored by leaders, direct managers and experts in the industry.
• Management development program for potential employees, helping them prepare for future management and leadership positions.
• Priority is given to recruiting managers from internal staff, creating promotion opportunities for employees.

4. Professional working environment and dynamic corporate culture:
• Comfortable, friendly, promoting responsibility and mutual support.
• Dynamic, creative, encouraging innovation and continuous learning.
• Respecting differences, promoting teamwork and effective cooperation.
• Many exciting cultural, sports and entertainment activities, creating a cohesive and fun working environment.