Mô Tả Công Việc
Job Description of Model Validation officer
- 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)
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.
Yêu Cầu Công Việc
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:
- 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
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
Hình thức
Thực tập
Quyền Lợi
- 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.
Mức lương
Thỏa thuận
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hãy phản ánh với chúng tôi.
Tham khảo: 10 Dấu hiệu nhận biết hành vi lừa đảo qua tin tuyển dụng.
Tham khảo: 10 Dấu hiệu nhận biết hành vi lừa đảo qua tin tuyển dụng.