Director, Financial Modelling and Analytics (40000377)

Job Purpose

The job holder responsible for :
- Under the Capital Resource Unit under the Science and Technology Department; Report to the Treasury Director to report to the Asset và Liabilities Management Council (ALCO) and the senior management on issues related to the results of data analysis, model and work assignment.

Key Accountabilities (1)

1. Support the Director of Finance in organizing and operating the data analysis and modeling work to ensure the correct implementation of functions and tasks, including:
Behavioral model development
- Develop a behavioral model of prepayment for loan products, a model of pre-maturity và renewal behavior for deposit products and a behavioral model of balance fluctuations of CASA products
- Estimating the average life cycle ratio of loan, deposit, and CASA products as input for FTP
- Apply the results of the behavioral model to estimate "dynamic" cash flows in liquidity risk management and interest rate risk management
- Developing other models in liquidity risk and interest rate risk management
Data analysis and forecasting
- Analyze the causes/effects of factors on fluctuations in key indicators in balance sheet management (Liquidity Index, Profit Index).
- Provide data analysis and data mining methods to identify effective customer segments.
- Using data models and systems to analyze the impact of macro factors on the Balance Sheet and profit targets.
- Using data models and systems to analyze and evaluate the impact of ALM and FTP policies on key indicators in balance sheet management (Liquidity index, profit index).
- Perform other analysis and forecasting as required by management.
Reporting system
- In charge of building and running ALM, FTP reports on KRM system.
- In charge of building and running scenario analysis, forecasting on KRM system.
- Carrying out research, development, building and automating reports to meet the maximum demand of Capital.

2. Directly contribute ideas and actively participate in data analysis and models for the bank.
3. In charge of building processes, professional guidance on data analysis and models.
4. In charge of other tasks related to analysis of Techcombank's assets and liabilities and support the ALCO Council at the request of the Director of Funds.

Key Accountabilities (2)

PEOPLE MANAGEMENT
- Oversee human resources planning and execution (headcount & costs) of their function/ sub- function
- Attract, onboard and retain the right talents for a high- performing team
- Establish and communicate sub- function/ function and individual KRAs/ KPIs, goals, action plan, expectations and results to reporting line
- Manage sub- function/ function performance & provide feedback regularly (following the annual performance management cycle)
- Define team’s capability requirements and enable team member’s professional and personal development through capability assessment, training, coaching & feedback, mentoring, etc.
- Motivate and recognize team members’ contributions towards the team’s shared goals
- Responsible for developing talents within the function/ sub- function
- Act as a role model and promote corporate culture at function/ sub- function level
- Understand & communicate relevant HR offerings to team members.

Key Accountabilities (3)

Key Relationships - Direct Manager

Head of Treasury

Key Relationships - Direct Reports

Senior Expert, Expert, Financeal Modeling an Analytics

Key Relationships - Internal Stakeholders

Finance Division, Directors of Business Division, GTS Division, Risk Management Division and other relevant departments.

Key Relationships - External Stakeholders

Success Profile - Qualification and Experiences

- Education: Above University and above; trained in finance, economics, data science, or math. Preference will be given to those with a Data Science certificate, a master's degree in data analysis và modeling - Level 3
- Experience: 10 years; Preference will be given to those with more than 7 years of experience in the field of Data Analysis and Modeling; have at least 3 years of in-depth experience in data analysis và modeling in the field of capital transfer, liquidity risk management, interest rate risk. Ability to identify and analyze complex risks related to Benefits và costs and balance sheets. 6 years of human resource management experience.
- English: minimum TOEIC 700 or equivalent