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FRAUD MODELER

Category:  Transformation Office
Job Type: 
Facility:  Data & Analytics
Objective

- The job holder evaluates existing fraud risk management framework to detect potential gaps of anti-fraud controls in the process.
- The job holder establishes fraud risk profiles through analysis and ranking of fraud risks against existing anti-fraud controls.
- The job holder develops, documents and maintains the fraud risk management frameworks and aligns with regulatory requirements and the Bank's overall risk management system and processes.

Key accountabilities (1)

A. Analytics and Reporting
- Evaluate and enhance fraud risk models to support business strategies and operational process with data sets.
- Build and implement policies, tools, methods for fraud management (measurement and control fraud prevention).
- Recommend and collaborate with operational risk unit to build policies, procedures and guidelines on fraud management.
- Prepare fraud management reports on demand.

B. Fraud Modeling
- Collaborate with key stakeholders to build and implement fraud risk models.
- Maintain and implement fraud risk models including stress test models for fraud risk measurement.
- Conduct qualitative and quantitative validation of fraud management models.
- Assess the need for adjustments and quality improvements to fraud management processes.
- Support IT implementation of complex risk and stimulation systems as well as generate fraud 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

None

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 a bank or financial institution
English proficiency requirements are pursuant to Techcombank's policy
Experience in data analysis, design and implementation of fraud risk models
Experience in data modelling and producing reports from data stored in the current systems
Experience in fraud risk model development using programming languages (e.g. R, Matlab, SAS, SQL, VBA, Python)
Experience in communicating complex analysis and models 
Experience in conducting risk and financial analysis in banking or financial institutions
Strong knowledge of Information Security principles to ensure compliant handling and management of data
Understanding of Agile principles, practices and scrum methodology
Experience working in Agile teams to support digital transformation projects is an advantage

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