Job Description
1. Build, review, and upgrade credit risk measurement models (KHDN/KHCN) (e.g.: Scoring/Rating, PD, LGD, EAD, Risk Pricing, EW, Economic Capital, Stress test, IFRS...):
• Participate in and coordinate the building, review and upgrade of risk measurement models;
• Build, review and upgrade risk measurement models;
• Perform documentation and storage of documents related to the process of building, reviewing and upgrading models (in accordance with the Bank's internal regulations on risk measurement model governance);
• Build regulations, procedures, policies, and guidelines related to the building/deployment/review of risk measurement models;
• Analyze and propose the application/adjustment/improvement of risk measurement models
2. Coordinate the building and upgrading of databases, tools and systems for credit risk measurement:
• Coordinate the building of databases for risk measurement purposes; including: identifying data requirements, performing data validation, documenting and storing all documents related to database building;
• Coordinate the building and upgrading of risk measurement tools and systems:
+ Coordinate the building of user requirements (URD), building test cases, performing system testing (UAT), building/adjusting user guides for tools/systems;
+ Coordinate communication and training on the use of risk measurement tools and systems;
+ Document and store documents related to the building and upgrading of tools/systems, user guides for tools/systems, user training
3. Internal training and mentoring of interns:
• Participate in and conduct internal training as assigned by management;
• Mentor interns/collaborators as assigned by management
Job Requirements
1. Qualifications
• Bachelor's degree or higher in Finance, Economics, Banking, or Mathematics.
• Knowledge of office software (MS Word, MS Excel, Outlook, Power Point...), preferably candidates with ability to use SQL, VBA, Python, R, SAS,...);
2. Experience: Minimum 01 year in the field of building credit risk models/validating credit risk models/risk analysis, data analysis and statistics, or Finance/Banking
3. Knowledge
• Knowledge of Banking and Bank's products
• Understanding of building/validating risk models, risk analysis, data analysis
• Preferably candidates with knowledge of credit risk management, counterparty credit risk, understanding of Basel II
4. Competencies
• Sense of responsibility; excellent implementation capability
• Logical thinking ability; analysis and quantification; research/learning ability to work effectively;
• Teamwork ability; communication and presentation skills
• Research and data analysis ability
BENEFITS WHEN JOINING MSB
1. Attractive salary and bonus:
• Competitive salary compared to the market and commensurate with capabilities, to be negotiated when candidates pass the Interview round.
• Attractive incentive/KPI bonus and commission schemes, paid monthly, unlimited income (for sales positions and some special positions).
• Year-end performance bonus from 2 to 5 months average salary of the year, depending on evaluation and ranking results.
2. Comprehensive benefits policy:
• Insurance as per legal regulations and private health insurance for MSB staff.
• Diverse benefits schemes: flexible working hours, summer vacation, birthday leave, school opening leave for children,...
• Loan program with preferential interest rates for employees.
3. Training and career advancement:
• In-depth and systematic training programs in the direction of transformation (Re_skill, Up_skill, New_skill), tailored to each job position group.
• Guided and mentored carefully by leaders, direct managers and industry experts.
• Management development program for high-potential employees, helping them prepare for future management and leadership positions.
• Priority recruitment of management levels from internal staff, creating advancement opportunities for employees.
4. Professional working environment and dynamic corporate culture:
• Comfortable, friendly, emphasizing sense of responsibility, mutual support.
• Dynamic, creative, encouraging innovation and continuous learning.
• Respect for diversity, emphasizing teamwork spirit and effective cooperation.
• Many vibrant cultural, sports and entertainment activities, creating a cohesive and joyful working environment.
• Multiple years in a row recognized by HR Asia as "Best Place to Work in Asia" and by Anphabe as "Enterprise with Happy Human Resources".
