Credit Risk Model Validation Intern – Hà Nội – TA107

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Hà Nội

Mô tả công việc

Credit Risk Model Validation

Vietnam Prosperity Commercial Joint Stock Bank (VPBank) is one of the leading banks in applying big data analysis and statistical modeling in decision-making, business operations, and capital calculation. The Bank is looking for a Credit Risk Model Validation Intern/Contractor/Junior/Senior position at the Head Office (89 Lang Ha).

Job Description 

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, and 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)

Main tasks of Model Validation intern:

Validation interns will be trained on knowledge, and skills to develop and validate credit risk models during the internship period to ensure the ability to validate the model.

Yêu cầu ứng viên

Qualifications

Graduate or to be final year students from a full-time university majoring in Mathematics, Applied Informatics, Economic Mathematics, Quantitative Finance, Finance, Banking, or relevant majors.

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 at work
• Be careful, and meticulous in work

Skills

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

Quyền lợi ứng viên

• Professional training from specialists in model development.
• Have the opportunity to work with structured, standardized, abundant, and comprehensive data sources in the banking industry.

•Get acquainted with advanced systems and processes.
• Dynamic, friendly working environment, many opportunities to study, learn, and develop; participate in many interesting cultural activities (sports competitions, talent competitions, teambuilding activities…)
•Opportunity to become an OFFICIAL EMPLOYEE to enjoy attractive special benefits such as makeup, 13th-month bonus, business performance bonus, shift meals, travel…