OBJECTIVES

• Ensures operational efficiency and calculational accuracy of credit risk models

COMMUNICATIONS

• Internal: All related BU, as credit risk has very important role in financial institution and controlling this risk requires collaborating with a wide range of divisions, centers and departments
• External: Work with partners to evaluate and apply Big Data to internal credit assessment process of VPB FC
• Cooperate with consulting companies, government organizations, investors, audit to explain the practice and activities related to Risk Modeling in VPB FC

KEY RESPONSIBILITIES

• Lead the end-to-end deployment of credit risk models into production, ensuring accuracy, scalability, and stability.
• Execute testing (UAT, SIT) and enforce consistency controls prior to release.
• Maintain deployment documentation and operational checklists.
• Resolve medium-to-high complexity operational incidents, coordinating with IT/Data teams for fixes.
• Perform root cause analysis on deployment issues and propose process improvements.
• Support Experts in migration, calibration, or simulation projects by owning specific modules. Mentor junior specialists in deployment, logging, and version management best practices.
• Prepare operational documents, log files, and evidence for audits and validation reviews. Ensure compliance with SBV regulations and Basel standards within deployment responsibilities

REQUIREMENTS

• University degree in computer science, mathematics, statistics or its equivalent.
• At least 2 years’ experience in data analysis and modeling, Consumer Finance or Retail Banking is preferred. Solid experience with Credit Scorecard Modelling is required.
• Solid knowledge in Credit Risk. Experience in scoring modeling, strategy and implementation
• Ability to use statistics software R/Python/SAS
• Proficient in using SQL Oracle. Proficient in using Excel to conduct analysis
• Fluent in English