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12 Jul 2024

Senior Manager, Credit Risk Analytics and Modelling (40000079)

Category:  Risk Management Division
Job Type: 
Facility:  Data & Analytics

Job Purpose

- The job holder oversee and lead multiple resources and projects to ensure successful completion of credit risk analytics and modeling projects in order to achive business and risk target.
- The job holder delivers executive-level presentations that provide insights of all current and future credit risk for strategic decision making, portflio optimization
- The job holder creates an environment where risk analytics professionals can develop their skills and grow their careers through taking on increased responsibility and adding value to the organization

Key Accountabilities (1)

1.Credit Risk Model và Measurement tools
- Develop and continuously improve credit risk models to support credit decision making throughout customer’s credit life-cycle: underwriting và approval, early-warning, collection và recovery
- Develop credit risk measurement tools and methodology in compliance with regulatory requirement and industry practices (SBV, Basel, IFRS9)
- Drive model implementation and usage with cut-off strategy recommendation/simulation
- Continue to monitor and recalibrate model on regular basis upon acquisition of new data available or significant findings of model monitoring/ validation to ensure model is fit-for-purpose
- Build policies, procedures, and guidelines related to the credit risk model development. Report, present and explain model to higher management for model approval

Key Accountabilities (2)

2. Credit Risk Analytics và Insights
- Provide credit risk management reports và insights to BOD, BOM, relevant units internal/external division/bank.
- Conduct portfolio assessment/in-depth analysis by forums and boards: BOM/BOD; ARCO/ALCO; other as requested.
- Perform portfolio credit quality forecast, scenario analysis/simulation for management decision / strategic planning / ICAAP, etc…

Key Accountabilities (3)

- Attract, onboard and retain the right talents for a high- performing team
- Communicate team and individual KRAs/ KPIs, goals, action plan, expectations and results to team members
- Manage team performance & provide feedback regularly (following the annual performance management cycle);
- Enable team member’s professional and personal development through capability assessment, training, coaching & feedback, etc.
- Motivate and recognize team members’ contributions towards the team’s shared goals
- Responsible for developing talents within the team
- Act as a role model and promote corporate culture at sub- function level
- Understand & communicate relevant HR offerings to team members.

Success Profile - Qualification and Experiences

- Minimum 8 years of revelant experience with minimum 4 years of management experience
- Understand local and international regulations and practices on Banking và Finance, Risk Management, Basel 2, IFRS9, Stress-Test
- Experience in building data and analytics solutions, data mining, statistical analysis and data visualization
- Experience in providing fact-based insights to help senior management and other stakeholders realize enterprise value at scale
- Strategic decision taking and thinking, able to deal with very senior management, translate tech to business and vice versa
• Bachelor's degree or higher (finance / banking / financial risk management / financial math / quantitative finance)
• Being trained at university and post-graduate level in these fields in developed countries is an advantage.
• Having an internationally recognized certificate in financial analysis, financial risk management is an advantage (eg, FRM, CFA, PRM, CPA, ...)
• English proficiency requirements are pursuant to Techcombank's policy

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