Head of Risk Analytics, Modeling and Model Validation Center - Id10409

1. Strategic Leadership & Governance

Define and execute VPBank's risk analytics, modeling and model validation strategy in alignment with the Bank's strategic priorities, AI-enabled risk transformation agenda and Basel roadmap. Establish and maintain the Group Model Risk Management Framework, model governance standards, model inventory, tiering and lifecycle requirements. Represent RMD in model governance committees and engagements with...

1. Educational Qualifications

Master's degree or higher in Statistics, Mathematics, Quantitative Finance, Economics, Data Science, Computer Science or a related discipline Professional certification such as FRM, CFA, PRM, PMP or an equivalent qualification is preferred.

1. Relevant Knowledge/ Expertise

Deep expertise in credit risk modeling, independent validation and model risk management. Strong knowledge of Basel II/III, IRB,...