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Credit Risk Modeler

Category:  Transformation Office
Job Type: 
Facility:  Risk Management

- The job holder supports the implementation of operational processes with risk data sets and analyses.
- The job holder develops, documents and maintains the credit risk management framework in accordance with regulatory requirements, internal risk management systems, model implementation and business strategies.
- The job holder collaborates with operational risk, audit and risk monitoring and governance teams for data sets and shares analysis and findings.

Key accountabilities (1)

A. Analytics and Reporting
- Evaluate and enhance risk models to support business strategies and operational process with data sets.
- Prepare risk management reports on demand.

B. Risk Modeling
- Collaborate with key stakeholders to build and implement risk models including factor models, performance attribution, style and other required analysis.
- Maintain and implement risk models and other related quantitative tools including stress test models for risk measurement.
- Conduct qualitative and quantitative validation of models for credit risk.
- Assess the need for adjustments and quality improvements to risk models based on results and inputs from internal stakeholders.
- Support IT implementation of complex risk and stimulation systems as well as generate risk scenarios.
- Stay updated on the latest trends and evolutions within risk platforms and related technologies.

Key accountabilities (2)
Key accountabilities (3)
Key Relationships - Line Manager

Risk Modeling Lead

Key Relationships - Subordinate


Key Relationships - Internal relationship

Teams within the Transformation Office, Auditors and Risk Monitoring & Governance functions of the Bank

Key Relationships - External relationship

External auditors providing professional services

Qualification and Experiences

Bachelor's degree in Banking, Finance, Economics, Risk Management, Statistics, Mathematics or Quantitative Analysis
6 to 8 years of relevant experience in areas of data analysis and designing, implementing, and recommending risk models
English proficiency requirements are pursuant to Techcombank's policy
Experience in data modelling and in producing reports from data stored in the current systems
Experience in risk model development using various programming languages (e.g. R, Matlab, SAS, SQL, VBA, Python)
Experience in communicating complex analysis and models across a diverse team
Experience in conducting risk and financial analysis for financial institutions
Deep understanding of Information Security principles to ensure compliant handling and management of data
Understanding of Agile principles, practices and scrum methodology
Understanding of Agile principles, practices and scrum methodology

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