[HN] Ngân Hàng Việt Nam Thịnh Vượng VP Bank Tuyển Dụng Thực Tập Sinh Model Validation Full-time 2024

Job Description of Model Validation officer

Evaluate model’s compliance with international standards such as Basel II, IFRS9…
Evaluate periodically or extraordinarily (if required)
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.
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)

Main tasks of Model Validation intern:

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

Qualifications

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

Competence:

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

Skills

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

Benefits:

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.
Working in a dynamic and professional environment, at the most hunted areas in the market
Working with leading experts in risk management

Cập nhật gần nhất lúc: 2024-04-03 11:56:54