Model Validation Intern Ngân hàng TMCP Việt Nam Thịnh Vượng (VPBank)

Validate credit risk models:

Validate credit risk model based on qualitative method (model development methodology, model design, suitability of model in actual business of the Bank...) and quantitative method (model performance) as an independent model validator.
Identify reasons, factors impacting models (if any) and propose proper recommendations to address the issues.
Evaluate model’s compliance with international standards such as Basel II, IFRS9...
Re-execute model development process (if necessary) based on development documentation to ensure the consistency between development procedure and details in development documentation, detect errors (if any)
Evaluate periodically or extraordinarily (if required)

Working in a dynamic and professional environment, at the most hunted areas in the market
Working with leading experts in risk management
Have the opportunities to learn and train the practical knowledge of risk management
Have the opportunities to become a full-time employee after 4-9 months.

1. Qualifications

Graduate from full-time university majoring in Finance, Banking, Accounting and Auditing, Economic Mathematics, Quantitative Finance or relevant majors
2. Experiences:

Prioritize candidates having experiences in banking and finance field, risk management are preferred
Prioritize candidates having experiences in developing credit risk model, credit portfolio analysis
Prioritize candidates having knowledge about data, credit products, and credit approval processes
3. Competence:

Logical thinking
Self-study, good research skills
Ability to synthesize and analyze
Ability to communicate and work in English
Ability to work independently and work in team
High responsibility in work
Be careful, meticulous in work
4. Skills

Proficient in Microsoft Office
Prioritize candidates having ability to use programming software such as VBA, SQL, SAS or other statistics tools
Good communication skills